Cheetah is not a domestic animal. Hence, It cannot be used for transport like donkeys, horses, bull, buffaloes, camels, elephants etc.
Cheetah is likely to eat the persons who may try to use it for transport.
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First the serious part : In transport, it is the payload carried that matters and not the speed alone. Animal you mentioned may be the fastest but not in long chase. Secondly, even if we work out some means to use it as transport medium - efficiency to carry payload may prove too fatal for the poor animal.
Now the fun reply : Wild life act will be imposed on any such attempt.