How do I open a shell?

I am trying to download and use linux but I am not very familiar with computers. The Linux manual asks me to do this...

Open a shell and change into the directory, in which you stored the two files. Enter the following command:

md5sum puppy-4.00-seamonkey.isoHow do I open a shell?
with a shell opener of courseHow do I open a shell?
What distro / version of linux are you using?

Usually you can open a shell/console by

Right Click your desktop

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