But it doesn't say where I'm supposed to type it. When I click on the PostgreSQL icon in my taskbar, a program called pgAdminIII opens up. I've clicked File, Edit, Plugins, etc., but I don't see any clues about where I'm supposed to type commands.
So lets backup up a bit:
1) What OS are you on?
2) How did you install Postgres?
3) What version of Postgres? Hope it is not 8.0 implied by the doc link above.