Enter the WOLF password to begin a game. Then, anytime during gameplay, hold down Buttons L and R and pause the game. A debug menu will appear that enables you to have the flag in the first building and to play sounds from the game.
Invincibility
Start a game and go to the attack-craft select screen. Highlight your craft and press Button C. Hold down the top L and R buttons. While holding L and R, press and hold Buttons B and C. Continue to hold all four buttons and press the Stop button. This takes you to the Exit Game option. At this screen, continue to hold the four buttons and push Down on the directional pad. You'll hear a confirming sound. Do this for each craft you wish to make invincible.
Level Select
Start a new game and go to the map-selection screen. Keep pressing Up on the directional pad until you reach the Password entry screen. Enter the password WOLF. You can now pick any level in the game.