Level Select
Use notepad to edit the 'campaignstate.lua' file in the 'dawn of war profiles w40k singleplayer campaign state1' directory. Change the values of the 'maxmission =' and 'scenario =' lines to the same number, which corresponds to the mission that you want to play. '11' is the highest value.

Avoid an error on Mission 4!
During Mission 4 of the single-player campaign, you must NOT build a second HQ before you defeat the nearest band of Orks. If you do build a second HQ, it will cause a Fatal Scar Error when you destroy the nearer Ork camp, and you will not be able to meet your victory conditions.

When you destroy the nearer Ork camp, it will prompt you to set up a new base there. After this, you're free to build as many HQ's as you want.

This is a guaranteed way to avoid this error; I was told this by THQ's tech support. If I come across any similar errors in other missions, I'll make sure to mention them here.

In Game Cheats
To activate cheats while playing Dawn of War, you first need to have the version 1.10 patch. Once you've made sure you have that, continue.

During a game, press Ctrl+Shift+~ to bring down the console. Type one of the following:
cheat_requisition(####) - gives requisition resource equal to the number that replaces #### (you must include the brackets)

cheat_power(####) - as above, but gives power.

cheat_revealall - reveals the entire map.

cheat_killself - kills yourself.

Once you've entered the cheat, press Ctrl+Shift+~ again to close the console and return to the game.

Note: You must turn the cheat option on in Skirmish mode. Cheats also work in multiplayer (I believe), but only so long as the game creator enables them. You won't get away with cheating online without anyone knowing: When you enter a cheat code, a skull and crossbones icon shows up in the message area, with the word "Cheats!" next to it.