PuTTY is a free SSH client. It provides a command line tool, and lets you control the remote host that you create as part of your lab.
Where to get PuTTY
For information about PuTTY, read this article.
You can safely download the most recent version here.
How to install PuTTY
Follow the instructions in your lab manual for installing PuTTY. Instructions vary depending on the specific lab.
You locate the putty.exe file on your computer (typically in the download directory), and double-click the file to launch it.