Note: This involves editing a game file. Always make a backup before changing.

Open your Civilization config file (Documents and SettingsUSERNAMEMy GamesSid Meier's Civilization 4CivilizationIV.ini) with Notepad and change the following line:

; Move along
CheatCode = 0

to

; Move along
CheatCode = chipotle

Once cheats have been enabled, while playing open up the console using "~" (tilde) then type "help" for a list of cheat commands.

Cheat Code Example: Type Player.setGold 0 1000000 to add more gold.

You can also type Console.CreateDocumentation CommandList.txt to create a list of cheat commands in a text file which can be found in the game directory.