Cheats are all covered here.
Downloaded ships can (usualy) be added by just dropping them in the appropriate folder under My Documents\My Games\ (there will be one for each version of the game, with a ships folder inside it).
If a mod is designed to use the mods folder you'd go to the location the game is installed at and unpack it into the Mods folder there. Then enable mods in the game options and choose the one you added.
