The Console (or Script Console) is an independent window. You will usually have it side-by-side with the Jmol window.
It is used to type commands that Jmol will execute (input) and it also displays information from Jmol (output).
You may open the console in any of these ways:
While in the console, you can copy and paste text and in addition using the up and down arrow keys in the keyboard will repeat the formerly used commands.
What you type will be displayed in red while it is not recognised as a correct command, in black when it is. Blue is used for information output from Jmol.