Here's the specific documentation bit that pertains to that console initialization stuff:https://github.com/GarageGames/Torque3D/blob/a858fa775f9a96123a56cd66b302fd92d04ef0c5/Engine/source/console/consoleObject.h#L101-L197
So while you look good on the header side of things for the declaration of the class object, you'll also want to have the IMPLEMENT_* macro in your cpp file for when you define all the functions and stuff. There's two macros to use IMPLEMENT_CONOBJECT and IMPLMENENT_CO_NETOBJECT_V1
you use the NETOBJECT stuff in the event you need this class to be ghostable down to the client. If you use the regular conobject stuff, it'll only exist where you create it(create it on the server, it exists only on the server, no clients are aware of it, etc).