I was under the impression that Debian Linux included a GUI interface/"Desktop" not unlike windows.
I have installed Debian, but all I seem to get is a text-based comand prompt interface. Do I need to install something additional? Is there some setting I need to turn on?

This is why I don't recommend installing Debian for users not knowledgeable about Linux. It takes a little getting used to. The basic installation will install a GUI, but I bet you missed the step.

What flavor/version of Debian did you install, sarge or etch?

During the installation, you should have seen a list of packages to install, under Installing and configuring packages, you should have checked off;

[*] X window system
[*] Desktop environment

Let me see if I can find a good tutorial on this.

Do you know how to use apt-get? If so, see this link.

Look at the section;

Installing KDE on Debian