Often used to help debug, a console is a user interface to send direct commands to your operating system. Similar to the commands you may send when using a server's console, these commands are used to manage files or perform operations on your computer, such as performing a Ping Test or a Traceroute.
To open the command prompt in windows you need to press the Windows Key + R. This will open the Run Dialog. Type "cmd" into this input and click "OK". See the screenshot below for reference:
To open the command prompt on Mac you first need to open Finder. Next open Applications > Utilities and you'll find the Terminal.
As there are many different flavours of Linux, it's best to use the search function to look for the Terminal.