Due to the variations in operating systems the terminal program is different for each. To interact with a terminal on your operating system simply follow the guide below.
'Terminal' is a program that comes preinstalled. Type 'Terminal' into the Spotlight tool (CMD + Space or click the magnifying glass in the top right)
Although windows comes with 'cmd' you will need to download the tool 'PowerShell' in order to run any of the commands in this tutorial. It can be downloaded from here.
Most Linux distributions supply several, such as: gnome-terminal, konsole, xterm, rxvt, kvt, nxterm, and eterm. No need to download anything, just read the help documentation for your distribution to see which one is included.