I don't know if I'm asking the right question, so let me make it a bit more clear.
What I want to know, is: can I run ColdFusion documents in a console? For instance, in PHP I can go to a console and navigate to the place that my php file is installed. There, I can type:
> php testfile.php
And it runs PHP in CGI mode. Can I do this with ColdFusion? If so, do I need to configure anything in order to make it work?
No, ColdFusion hasn't. One (indirect) way to do it is by means of a Java application that opens a CFM page.
I understand. Thanks for the prompt response.