Try doing it this way:Link
When in doubt, RTM.
The CLI feature has been replaced with UI equivalent commands. This save FW space for APM2.5 builds and less confusion in Pixhawk builds, which has it's own CLI called nsh.
It does seem this question comes up often In APM Planner 2.0 we have removed the Terminal from a prominent view. The docs are being updated, but there are still references to the CLI.
I'd recommend using ardupilot.com docs as a base reference, as it's the most up to date docs from the dev. other sources can be out of date.
Thanks for the help. I was unaware of the change and was using outdated instructions.