XF 2.2 How can I make addon?


In docs it says:

The first thing we need to do is create the add-on, for this we need to open a command prompt / shell / terminal window, change the directory to your XF installation root (where cmd.php is located)

But how can I do this? I mean... It's not on my localhost and also my server is using Plesk Panel. Can someone explain me? Looking for a detailed one because I'm beginner.