Montresor_SP: Open the My Documents folder.
Open the subfolder for the game in question, e.g. Baldur's Gate - Enhanced Edition.
Make a backup of the file Baldur.lua, just in case.
Open the file Baldur.lua in a text editor like Notepad++ or Wordpad (don't use Notepad, it doesn't work with .LUA files).
Add the following line:
SetPrivateProfileString('Program Options','Debug Mode','1') Save the Baldur.lua file. The cheat console should work now.