The cheat codes do work, but only on single player. You don't type them into the game itself, but when you are selecting your map list, move your cursor to the bottom left hand corner area (I'll post a screenshot later, it's hard to find) and then start typing. As for the F keys, F4 only works in single player (though I have a theory it works in multiplayer, too, it just doesn't show the text), and F5-F12 only work in multiplayer. It pops up a little chat box telling all your teammates that you need health/ammo/etc.
EDIT: Did ya one better, I got a video.

Okay, so you put your mouse cursor in the general area and just start typing. If you move the mouse away from that area, the code will disappear, as shown in the first few seconds of the video. So, move your mouse over there and type the code, then hit enter. If done properly, you will see confirmation text, usually a witty quote or line from the saga. Type the code once to enable, and a second time to disable.