Then on the dedicated server command prompt, type
rcon_password PASSWORD. That sets the password. Then any client who knows the password types the exact same line in their console, and they can use any traditional command as long as they preceed it with
rcon. (e.g.
rcon changelevel esf_cell_games,
rcon sv_gravity 300, and so on)
Make sure you type the password exactly as it's set on the server, though. Case probably matters.
All rcon does is essentially give you the power you have when you're sitting at the dedicated box, and no more. Serverside mods add all that fancy stuff like slapping, map voting, etc.
EDIT: Check out
this site. I recommend it to just about everyone who posts here with a problem. It's
very helpful.
Here's their page on rcon, which is basically everything I just explained.