Yeah during GF day they will have the side gate or 2-3 turnstiles open so you can get through. Just show the metro your ticket and walk through. Same if they come around on the train just show them your ticket.
FYI I forgot to mention last night that it also includes free transport on the Sydney bus networks that get you from certain routes to ANZ and return if the bus is an option.
As for what to do I'm Brisbane. If your inclined to stay in QlD for a day in Brisbane there is a few good pubs around Suncorp stadium (The Caxton). Otherwise get over to the GoldCoast and enjoy the bars and theme parks over there, accommodation is fairly cheap there as well if you want to stay the night there (And nicer then BRI. I found it cheaper to fly from GoldCoast to Syd then Bri to Syd).
But yeah then go to a theme park. If you want fun I like MovieWorld for the superman ride and the lethal weapon ride as it has the rollercoasters and also the WildWildWest which is another fun ride. Dreamworld is good though because it's water park brother WhiteWaterWorld is right next door so it's a hot day (Which it's predicting 30degrees) pack the kosis and head over. Lots of lockers so taking a bag is no problem. You can easily kill a whileday here between the rides, shows and the likes.
When you get in Sydney good pubs around ANZ and they will set-up special event fencing and gates, toilets.etc to increase their capacity. There's generally one right on the corner from coming out of the station (About 100m) that is pretty good for the traveling fans.
If a bus driver/ metro gives u grief about not paying or jumping the train just sat it includes it and that you talked to the transit at the station you got on. It's generally never a problem though but there's always one asshole out.