Ok If you cant use the cheats then type sv_cheats in the console,that made them work for me then use the following cheats.

IDCLEV XX (Skip to level XX; xx being numbers 01 02 10 etc.

NOCLIP (no clipping on type again to turn off)

Give All (gives all keys and weapons)

Kill Monsters ( kills every monster in the level)

GOD (god mode)

Ok now for the questions:

Ok in the level where you eneter Van Horne and you fall down into the river I found the way out of the sewer;but once I got back to the surface the police were standing there (obviously exit),but it wouldnt exit.

The next level I had the same problem. I defeted the Scoleri brothers but i couldnt exit. Any help?

there are more unfhinished levels bud there in boom are finished

what about the fly cheat? it works for me