If you have the Server in server/gateway mode, you can connect the external network card directly to your ISP cable box or DSL Modem. You do not need to have another routher between your SME server and the internet.
To access the command line, you will need to be able to access the server directly. If you have a keyboard, monitor attached, turn on the system and wait for it to boot up. If the screen shows as login prompt (servername login>) then type "root" and the password you used during the server setup.
If you see the console when the server starts, then press <ctrl><alt><F2> to change to another terminal and login as above. This will place you at the command line with "root" or administrator access.
you can use other applications like putty
http://no.longer.valid/mylinks/singlelink.php?cid=112&lid=86 to remotely access your server.
What version of SME are you running? In the Server-Manager console that you access using a web browser, do you have the "update system" option under "Administration"?
If so, download the rpm from the web site. Open the "update system" applet and browse to the location you stored the rpm file. Once you have selected the file, press the Update button. This will install the rpm. The you can browse to the PHPmyadmin web front end as per the phpmyadmin instructions.
http://www.phpmyadmin.net/home_page/index.phpvisit the PHPmyadmin web site, they have some documentation on how to use the app. Don't use the rpm from their website, it has not been customized for the SME Server.
HTH
Darin