Otherwise, Windows users can simply create a shortcut, right-click on it, select Properties and add debug_mode next to the text in the Target field. On Steam, right-click on the game in your library, select Properties, and add -debug_mode in the dialog box under the Launch Options section.
If you've played past Clausewitz engine games, like Imperator: Rome, you should already know how to get access to Crusader Kings 3's console.