Pity, I didn't figure out a way to do the same with the single scen mode. I've tried using the command during the scen and then restart, but sadly that won't work
You'll have to start a new campaign (or a savegame) and use #igotnukes to advance to the campaign screen previous to the scen you want to play.
Basically you have to input the console command "#variable <CV-name> <value>" during one of the prior scens or in the campaign screen before the mission you want to play. You'll get the CV names with the campaign editor.
For example, I wanted to have Tobruk captured during Operation Crusader in Sandstorm:
