Most of the time, you can work it out easily enough (Germany is GER, Britain is ENG, etc). Many of the cheats in HOI 4 require a country tag to work. Therefore, single-player,non-Ironman saves are the only place you can use HOI 4 cheats. Also, be aware that multiplayer doesn’t allow HOI 4 cheats or console commands, as it would obviously create an unfair advantage or introduce game-breaking bugs. Ironman is designed for earning achievements and being difficult with its anti-reload mechanic, so cheats are hardcoded out for that reason. Note that the only game mode you can enter HOI 4 console commands for is the regular game mode.
If you want to use HOI 4 console commands then you’ll need to open the console in-game.