PuTTY

PuTTY is a tool which allows for SSH connections. You only really need it for Winodws.

Installation
Download the executable from here. Put it wherever you want. I recommend you follow these instructions to add PuTTY to your path.

Graphical
To connect to a certain address, just put it into the box as shown. If you know that you are going to connect to that address often, you can save it for later (you have to put a name into the Saved Sessions box). When you need to access it again, select it from the list load it. Press Open to start the session.

Command Line
If PuTTY has been added to the path, run it as follows: PUTTY USERNAME@ADDRESS or as PUTTY ADDRESS to just reach a prompt for the username and password. If you are prompted about something like accepting a key (I cannot remember exactly what it says), just accept.