Hyperterminal is a Windows utility. Normally you would launch it using Start | Programs | Accessories | Communications | Hyperterminal. On my computer it is found in "C:\Program Files\Windows NT\hypertrm.exe"
This link will get you started on how to use it to talk to a COM port
http://www.modemsite.com/56k/x2-hyperterm.asp.
Make sure you select 115200 baud, to talk to the Robot Controller.