Hi Paul, this
link will take you to page with info on how to config your console client. I'm not real familiar with the windows console client, but with the Windows SMP console client all you do is go into the folder and double click the FAH icon. The CMD window then opens and the program runs. If the CMD window is closed the client stops running. I believe when it runs as a service it'll run automatically when you login to your PC. (I'm not sure though, as I could never get the service to start)
As for Ubuntu, the terminal window can be closed after the client is started and the client will continue to run. The closest thing to task manager that I know of in Ubuntu is System Monitor. On the toolbar go click System and you'll find System Monitor under the Admin tab. Once you open System Monitor click the Resources tab to a graph of CPU, Memory, and Network usage.
I hope that clears things up a bit for you.