FYI, the simple answer is that "
try.mongodb.org" is not running an actual `mongo` shell. This is only intended as a web-based tutorial to learn some of the MongoDB shell syntax, and is missing many of the features of the full shell. For example, the
try.mongodb.org demo does not include tab-completion for commands, inline help, or implementation of any MongoDB commands or shell helpers that aren't needed for the quick online tutorial :).
If you want to experience the full functionality you are best installing MongoDB on your own computer as Charlie suggested.