If you are using the console a lot, you will wish for multiple tabs. This is independent from the OS you are using, but depends on your tasks.
If you are using Linux directly, you will want a console application with multiple tabs for Linux.
If you are using Windows but need consoles are lot, chances are high you are somehow using Linux from Windows. In this case you have two options:
- use an application for Windows which provides multiple tabs
- install a X-Server in Windows and use an application running on your Linux system