They're not always effective; governments seem to be free to ignore these things if it appears to be politically motivated.
INTERPOL itself has no teeth. It's left to the nations themselves to decide if they care what it has to say on a case-by-case basis. It permits information sharing (etc) but does not require it. Their goal is "To ensure and promote the widest possible mutual assistance between all criminal police authorities within the limits of the laws existing in the different countries and in the spirit of the Universal Declaration of Human Rights" and not to enforce laws themselves.