There's a detailed discussion on the game over at http://stampy.ocean.washington.edu/~ericl/Pharaoh.htm (Copyright 2005, Eric Lundquist) including confirmation of the level codes:
Level 2: DE
Level 3: DEADMU
Level 4: DEADMUMMY
and visual map of the screens:
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There are no other settings to change other than the level select process. The player may use the requisite code to access the difficulty level indicated or unlock the level through normal game play.