There really is no difference at all.. Anything you can do in the shell can be done in the terminal/console window. It's the same thing.
An example of one exception might be installing video-drivers. The driver may tell you to do the install in init-level 3, instead of init-level 4, so you would have to use the actual shell, outside of the X environment, but still, you're doing the same thing, just not in KDE.
