I often come across code examples when searching for something like GeoTiff size - what to do?.

Sometimes, the presented code examples seem to do exactly what I was searching for. There is just one big drawback which is that I just don't know which type of console is to be used.

In the example, it says:

You may try out something like the following, using the GDAL utilities:

gdal_translate -co "TILED=YES" -co "COMPRESS=JPEG" -co "PHOTOMETRIC=YCBCR" input.tiff output.tiff

gdaladdo -r average --config COMPRESS_OVERVIEW JPEG --config PHOTOMETRIC_OVERVIEW YCBCR output

So I googled GDAL utilities, but that didn't help. I am used to R, but apart from that, I am quite unfamiliar with coding.

Which program do I use with such code examples?