Depends on which OS you're running as to what this actually means. The simple answer is a NON gui app supports command line interface. This means that print commands will (on most OS's) open a console window. Also the program can be run from the command line and interacted with. it does NOT mean you will have no GUI or graphics support. A GUI app by contrast will pipe it's print output either to a log or a null interface (no where) and will not be able to be interacted with on the command line.
If you don't want to write a command line app then leave it on GUI (normal for any GUI OS). If you want to play around with command line/terminal apps then turn it to non-gui.
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