The MongoDB Shell is a command line program that comes with the binaries of MongoDB on all platforms. You can run it by executing …
In the /bin/ directory of your MongoDB folder.
You can actually “try” it online without installing anything by going to: http://try.mongodb.org/
Lots more documentation on MongoDB’s website, here.
Intro to the Shell
Mastering the MongDB Shell
Becoming a Monja
Scott Hernandez’s presentation at Mongo Seattle in July 2010 will show you how to become a MongoDB shell … master.