The instructions are no different than using the web-based serial monitor, except that you typically have to figure out what your COM port name is assigned by your operating system. Spark Fun has a pretty good overview of Serial Terminal Basics.
In a nutshell, connect to the Egg's USB serial port using 115200 baud, 8 data bits, 1 stop bit, and no parity. Make sure you have carriage return or new lines enabled, but that should be the default in most cases. Then type aqe and hit enter and you'll be at the Egg's command line interface where you can configure the Egg as described in the manual. To be on the safe side, I would recommend initiating your configuration session with the command restore defaults and press enter, to ensure you're starting from a clean slate.
Please let me know if you need more clarification and how it goes?
