Usually you need a program called Cheat Engine. As of the process it varies from cheat to cheat so it can't be really answered here.
Although, since we are here for answers i will post a link to...
Commando 2 has two cheats.Take the Swiss Army Knife and press Tab- revalobo, and you get a German Revalobo Bazooka. And you also can press Tab- ringrazor,(for emergencies) and a razor-ring forms...