2. You'll want to expand on that question. Depending on what the malware's intent is, there could be no sign at all. It could be a rootkit and if it's one of the newest rootkits then they are not going to be detected today.
3. The "shell" (cmd.exe) and the "console" (Windows Console) are separate things. So why are you thinking one depends on the other?
4. See reply 3. You sound confused. Maybe you need to take more classes on Windows, Windows programming and more?
1. What causes the malware alert to be displayed by Internet Explorer?
2. Is there evidence to show that the OS or applications have been compromised after a malware attack?
3. Windows console shell run without cmd.exe shell
4. how can one obtain a copy of the console shell program running on the system?