To install new cars, you need to replace the *.wtd and *.wft files inside the 'vehicles.img' file located in the GTA IV folder. This can be achieved using a simple program called SparkIV (or, as an alternative, OpenIV). These programs allow you to view, export and import files within the GTA folder. However, it is very wise to make a backup of any cars before you replace them, and test each one individually after installation to make sure it won't crash your game!
The other cheats are achieved with the 'Simple Native Trainer' mod - this can be found at http://www.gtaforums.com/index.php?showtopic=392973 - press F3 to run in game, and navigate using the num pad. Note it is an *asi script, so place it in the root GTA IV folder, where the scripthook (dsound.dll) is located (this will have been installed by LCPDFR).
There are plenty of youtube tutorials too!
Have fun!