To unlock Bonus Level, you have to complete the game and wait until the Infogrames logo disappears after the credits. When you meet the development on the Embassy level, speak to all the people and Ethan and Candace will enter the room.
To unlock Turbo mode, press C-Up, Z, C-Up, Z, C-Up at the mission selection screen.
To avoid turrets, roll all the way when turrets are shooting at you and don’t run.