Where's the "Console"

I feel really dumb asking this after spending a couple of weeks successfully creating a player (pendulum robot type) and getting a lot done, but somehow I missed the bit of documentation about using the "Console" to type into the interpreter. So when someone says, "tab away from first person, and from the console try the following 3 commands to switch between", what console are they talking about? I'm asking because I don't seem to have one. :o)