If you richt-click on the desktop background of most X gui's you'll get a drop-down list. One of them is usually terminal or console.
What's that? It's not linux/openBSD/macosX?
If you're using windows: you can either right-click on the UQM icon and select properties, or in the start menu, click run, and type either "cmd" (windows 2000/XP) or "command" (windows NT4/95/98/ME).
If it's windows 3.1, I really can't remember; just reboot into DOS and play original SC2.