as far as I know, there are no command line clients to do data entry for DHIS2. There are however options to import data into DHIS2 using xml, json or csv formats. So one option is to create the data in one of these formats first, then use the API to import it.
When you say you want to enter data into data elements directly, I assume you are referring to actual data and not metadata.
There is no way to interact with the DHIS2 api to add data directly to a data element. The reason for this is that data elements are either connected to a data set or, if you are using the tracker models, a program stage. A single data element can be connected to multiple data sets or program stages, so adding data directly to a data element wouldn't make sense.
You can however do data entry for a data element, but you need to go through either a data set or program stage that uses the data element.
What is your use-case for needing a command line client for this? Maybe I know of another solution that would help you.