To unlock each ending, you must finish the game a certain way. For ending F, you'll need to:
Optional: You can start at Civitavecchia (level 2 below).
Level 1 - Keep left.
Intermission 1 - Leave Olga (say "I am alone").
Level 2 - Optionally stop at the bank (you have to drive with normal speed and Lella will pull over automatically - any stoppable building can be recognised by it having a parking space in front of it) and keep left.
Intermission 2 - You can optionally steal a new car here.
Level 3 - You will be chased by police and you have to run away from them (do not let them drive ahead of you).
Finale - Nothing.
Video courtesy of Dernop