Console is when the nanoVNA is connected to a PC and you use serial over USB to connect to the nanoVNA.
So on windows you check which COM port is added when you connect the nanoVNA and switch it on.
Then use any terminal emulator (TERA, PUTTY, Arduino monitor, whatever) to connect to the nanoVNA using the new COM port.
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NanoVNA Wiki:
/g/nanovna-users/wiki/homeNanoVNA Files:
/g/nanovna-users/filesErik, PD0EK