These screenshots show a demonstration of the example implementation of a simple console callback routine from this page
In this image we have started up the shitty example program from NeHe. It may be shitty, but it serves our purpose.
Now you can see the console sliding down the screen. As you can see it prints out some information at startup.
Now you see I've issued some commands! Our command callback isn't very featureful at the moment, but with a little effort you can connect it to any of several scripting languages that can be embedded in your application.