Some text terminals support mouse clicks in the terminal window.
In a terminal emulator which is compatible with xterm, you can use M-x xterm-mouse-mode to give Emacs control over simple uses of the mouse—basically, only non-modified single clicks are supported. The normal xterm mouse functionality for such clicks is still available by holding down the SHIFT key when you press the mouse button. Xterm Mouse mode is a global minor mode (see Minor Modes). Repeating the command turns the mode off again.
In the console on GNU/Linux, you can use M-x gpm-mouse-mode to enable mouse support. You must have the gpm server installed and running on your system in order for this to work.
See MS-DOS Mouse, for information about mouse support on MS-DOS.