Hi,
As stated, the console is the administrative interface that you can use directly on the hardware. It's not a VM (as such) that you log into with the standard management GUI. You can SSH into it over the network or you can be "physically connected" as you say (I would use HP SIM or ILO to connect directly to that blade). Once you have that screen up, press "Alt+F1" and login. You should then be able to follow the KB to check the ARP table.
Cheers,