I don't know anything specific about where UE puts things or how it works but the first thing you need to do is to figure out whether you're calling the executable directly or whether you use an intermediate launcher program like what's used in the more "normal" configuration of the game plus expansions.
Just navigate the Start Menu to where you usually launch the game, however instead of left clicking to start the game right click to bring up a menu, at the bottom of which should be "Properties". Clicking on properties lists the properties of the shortcut you use to play the game. Look for the string listed under "Target".
In my case that string is "C:\Games\GalCiv2\Twilight\TALaunch.exe" but that depends on the version of the game that you're playing as well as where you decided to install the game. However in regard to using cheat mode the key thing is that the actual executable that is being called is TALaunch.exe. That's what I referred to as the intermediate launcher program. You cannot use cheat mode when using a launcher. Instead you need to create a shortcut directly to the executable that you want to play in cheat mode.
Again where the executables are will depend on the version of the game and where you specifically installed them but the target link above should give you some idea of where that may be. Also you will have a different link in a different directory for each different version of the game that you can play.
In my case I have a special shortcut setup to play Dark Avatar in cheat mode, the executable of which in my case is located here:
To play in cheat mode all you have to do is find the executable you want to play and create a shortcut adding the word cheat after it as in the following.
To do this again navigate the Start menu until you get to the link that you normally use to play the game and again right click instead of left click on the icon. In this case instead of selecting "Properties" select "Create Shortcut" which will create a copy of the link. You can then select "Properties" of this new link and edit the name, icon, as well as the target.
In this case put your version of the above string as the new target "C:\Games\GalCiv2\DarkAvatar\GC2DarkAvatar.exe cheat" (without quotes) and don't forget to change the "Start in" directory from whatever it was (in my case C:\Games\GalCiv2\Twilight) to whatever the new directory is (again in my case C:\Games\GalCiv2\DarkAvatar).
Then you should be all set to go with your normal access for regular play and a separate link to play in cheat mode.