At this point it sounds like you need low-level access to the keyboard microcontroller so that you can receive make and break codes.
Or, you just let the keyboard auto-repeat feature work to your benefit.
It depends on the level of accuracy you need. The former is required for fine-grained control such as in first person shooters. The latter is fine for text-based games like the old Rogue game.
It will actually be harder and more work to figure out how to make this work on a console than it would be to just use a lib specifically aimed at making games (such as SDL). Plus sticking with the console has other detrements (text only, no graphics, a hassle to do other things that are relatively basic, your code becomes less portable as you step outside of standard lib stuff to do "fancy" things, etc).
Again my advice is don't waste your time. Console is fine for just starting out, or for quick one-off programs, or for things which actually are commandline driven... but there comes a point where you have to move on. You might be at that point. Consider it.
:P Exactly, how I install Allegro? It says to change to the Allegro directory and type make in the command prompt, but how I go to the Allegro directory?