A text field labeled 'Target' will have the value 'C:\Program Files\Microsoft Games\Halo Custom Edition\haloce.exe' change this to read 'C:\Program Files\Microsoft Games\Halo Custom Edition\haloce.exe' -console -devmode. Then, right-click the new shortcut's icon, and select Properties.
To create a Devmode shortcut, find a shortcut to Halo Custom Edition and copy it.