you need a program like pec or cep to input cheat codes. the internal cheat function in epsxe is only for sepcific hotfixes.
you can get the programs at aldostools.com or here at ngemu.com: http://www.ngemu.com/psx/epsxe.php?page=download
you can get the programs at aldostools.com or here at ngemu.com: http://www.ngemu.com/psx/epsxe.php?page=download