If my apartment was not cleaned when I moved in. I didn't get a mailbox,pool, gate key do I still have to pay a security deposit.

Do you mean you managed to move in without paying one, or you don't think you should have paid one?
If the former - easy, just go to management and say what you are lacking, and show pictures of the uncleaned apartment.
If the latter, all you can do is keep nagging.

A security deposit is usually paid before you move in. The purpose is to protect the landlord if you don't pay rent or damage the property. So yes its still required.

If you did not get keys for your mailbox, the pool or the gate, then tell the landlord or building management. Why did you not ask for them when you received the keys to the unit?