First, your cRIO must be on and properly connected to your computer through the driver station.
You must first then connect with the cRIO, right clicking on the VxWorks target and clicking "connect to target," assuming you have configured it properly as instructed in the
C/C++ programming guide (the instructions I am referring to start on page 86). It should be in the menu on the bottom-left of your screen in the "Remote Systems" tab. Once connected, right click on the "Wind River Target Debugger," go to "Target Tools", and select "Target Console." If a configuration window appears, click ok, and you should now be connected to the console.