A+: Command Line uses

Invoke the command prompt to run DOS-style apps primarily for diagnosis, repair, and troubleshooting.  
You can start a command-prompt session in Windows by clicking on the Command Prompt option in the Start menu; it’s usually located in the Accessories menu on most versions of Windows. But it’s faster to use the Run command:
• In Windows XP/2000—Click Start > Run. Then, type cmd and click OK.
• In Windows Vista/7—Click Start type cmd, and then press Enter, or press Ctrl+Shift+Enter to run in elevated mode (might be necessary for some commands).
• In any version—Click {Win-R} 

HELP shows a list of commands you can use at the Command Prompt, and HELP NAMEOFPROGRAM or NAMEOFPROGRAM /? shows more details about that particular command.

Some of those programs are embedded in CMD.EXE but other apps are executables and reside in other .EXE or .COM files.