When I say "let's clean up," my child answers "okay!" but keeps playing. Do they not understand?

Being able to answer "okay" and actually stopping play to move into action are different abilities, and sometimes it is just a reflexive reply. If you're unsure they understand, check not only verbally but by having them tell you "what will you do?" or confirming with a picture. Nearby, convey the first single action concretely—"let's put the cars in the box"—and put one in yourself to show. Rather than ending suddenly, give notice ("two more times," "when the timer rings") and reduce the amount to tidy. Even when it looks like being contrary or "deliberately not listening," it can be a sign of anxiety or difficulty, so putting the feeling into words for them ("were you upset because of ○○?") helps them sort it out. Recognize the moment they start, not the reply: "you started putting the cars in."