If you are a Linux user, You can open the terminal in Linux by pressing Ctrl + Alt + T. Follow the steps shown in the video. The terminal is an interface where you can type and execute text-based commands in Linux.

If you are a windows user, you can open the command prompt by clicking the start menu and typing cmd in search of the start menu.

Since you are using Windows OS, you are required to do all the steps to install AVRA and AVRDUDE which have been mentioned in the additional reading material. You don't need to execute the commands which we have explained in the tutorial because while recording the tutorial, we used Linux OS. That is why additional reading material is given to Windows users.

Please refer to the Additional reading material in the below link on how to install AVRA and Avrdude on Windows. (See the third page)
https://spoken-tutorial.org/media/videos/85/1060/resources/Assembly-programming-through-Arduino-Additionalmaterial.pdf