I watched one of the live broadcasts they did about a week before launch and they mentioned that there was going to be a tweaker or something to that extent that people would need to enable in a config file before it was used. It sounded like this would function similarly to the world builder in civ4. However I didn't see anything on a cursory look in the folder and I know a world builder isn't available yet- so alternate methods might be available when that's released, but my guess would be we'll see a trainer first anyway.
Edit: in Documents\My Games\Sid Meier's Civilization 5 theres a usersettings file that has a debugmode=0 line so changing that to 1 might give some options I'm gonna mess around with it I'll post if anything works
btw using cheat engine you can change how many turns you have played in the demo version, since if you reach 100 the demo ends already tested and that works search the turn number in 4 bytes..
That's what I edited it with as well, it was plain text for me. The first thing that comes to mind is maybe if you're playing the demo? I got my version through steam, but don't think that's the difference..