Where can I find the command line?

You can open a terminal in Unity (the default desktop enviroment when you install Ubuntu 11.10) by pressing Ctrl + Alt + T or by: Open the dash by pressing the top button in the launcher. You will see a screen similar to this:

In the search box, type in "terminal". Click the icon for terminal, or, if it is the first result, which I am assuming it is, press the enter key on your keyboard. Terminal will open. You can close it like any other program by pressing the red X in the upper right hand corner of the window. Hope that helps!

The key combination Ctrl-Alt-t should start a terminal emulator, that is substantially what you call command line.

Alternatively, from the Dash search for terminal and launch it.