Installing command line apps I have an unrooted Samsung Galaxy S4 Active running Android 4.2 Jelly Bean. I have installed the Terminal Emulator and am wondering how to install apps to the command line.

Is it possible for me to install applications such as alsa-utils or cowsay like you would with a normal Linux machine. At the moment there isn't much you can do with the terminal that's of interest.
You can find a folder which is writable by the ADB user and put ARM binaries there. I recall that /data/local/bin is such a place. Then you can include that folder in the PATH variable.

You can compile your own binaries (I don't know how and even if I did explaining that would probably fill a page or two here) or  grab them online. Take a look here, you can find a lot of useful packages.

If you like to play around in the command line, and you know what you're doing, you could consider rooting the phone. That would make it possible to install busybox easily into the /system partition, and allow more to play around with in general.