When someone cheats, they do not obey a set of rules which they should be obeying, for example in a game or exam.

Someone who is a cheat does not obey a set of rules which they should be obeying.

If someone cheats you out of something, they get it from you by behaving dishonestly.

If you say that someone cheats death, you mean they only just avoid being killed.

If you feel cheated, you feel that you have been let down or treated unfairly.