windows doesnt come with an ssh capable terminal application, but there are some great free ones out there. putty is a very common choice, and recently I have started using mobaxterm since it comes with a few extras (including the ability to remotely display gui applications). you just ssh to 'dcerouter' and use the username/password from when you installed linuxmce.
you will find most instructions for doing things on a linux system will have you typing things into a terminal anyway, so its something you need to get used to
anything that can be done in the gui (and many more things that cant) can be done through the command line, and much quicker to boot.