Command prompt… where is it? How do I access it?

I need access to a command prompt. Where is it? How do I access it. Different resources say use command promt to install things like drush and console. They immediately goto a command prompt to start doing this. The problem is EVERYWHERE they goto command prompt without saying how and where they access the command prompt. Is it accessed from somewhere in the administrative menu from my page. Is it accessed from somewhere on the hosting. Is it accessed somewhere on my computer. could someone please help


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