Example (Vista): [USERNAME]\Documents\My Games\Gears of War for Windows\Wargame\Config\WarInput.ini
(Xp) : C:\Documents and Settings\[user]\My Documents\My Games\Copy of Gears of War for Windows\WarGame\Config

Add or change the following lines:

[Engine.Console]
ConsoleKey=Tilde
TypeKey=Tilde
MaxScrollbackSize=1024
HistoryBot=-1
bEnableUI=True

Now, while playing, you can activate the cheat console by pressing ~ (tilde) and type any of the following cheat codes.

To Enable cheat
copy the txt file to "c:\Program Files\Microsoft Games\Gears of War\Binaries\"

Now, while playing, you can simple open the console and execute your file using the exec command. Example: exec health.txt
exec ammo.txt