Kof 97, there's a manual code for all the Orochi players except Orochi himself. Unless you're using the Cdz version.
If you're using the Home cart version, you need a debug mod to play as Goenitz and Chizuru.
Kof 95, you use a code to play Saishu and Omega Rugal.
Kof 94 has no code, but once again use a debug mod and you can use Rugal.