When you open the Properties of the Shortcut, you should see a box on one of the tabs called "Target" (or something like that) with the path to the game's exe file in it. You add -console to the end and put the entire thing in quotes.
For example, if the path were
C:\Games\Legendary\Legendary.exe
you'd change it to
"C:\Games\Legendary\Legendary.exe" -console
Found this site about it
http://vgstrategies.about.com/od/faq/a/CommandLineP.htm