I always have Console docked on the bottom of my jEdit window and use it for nearly all command line apps (I'm running Linux also). Console is a really powerful tool it's well worth reading its help pages -- open the help system and look under Plugins. You'll find Console is just like a terminal window on Linux -- with a lot of nice extra features. It also has a useful Commando feature to configure command lines for tools you use a lot or in specific ways from the command line. A little study of the docs is well worth it in this case.

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