You have to jump through some hoops to get a script in #KDE to pop up a console like Windows would do. I eventually made a desktop shell script
-----
#!/bin/bash
konsole -e /bin/bash -c "echo Testing; sleep 3"
-----
...and chmod +x on it. If you're running a program you can just do konsole --workdir /path/to -e /path/to/program
#Linux