Arduino-Yun Wifi - Internet Commands?

Thanks- this might be getting to the bottom of a long standing problem that I've been having. That is, with my Dragino Yun wifi shield connected to an Arduino Mega2560 board, I simply cannot seem to get the serial monitor to work with any of the examples from the Arduino IDE. There must be something simple that I'm not doing or some programming language imbedded in the standard sketches which is causing my board to not communicate properly. Odd because I thought this combination was going to be a very easy and capable setup to use.

Also, I find it quite confusing when people call it Serial Monitor, Serial Port, and Console Port...? I've been to the Dragino website quite a bit and can't quite seem to figure this thing out. None of the examples really seem to work when it comes to monitoring what is actually going on. If it is a simple blink the led or something, that does work, but not much more....