i think people are getting mixed up between the windows "run" feature and the "command prompt"
The "run" feature lets you run or preform actions quickley with a text command. This is a windows small scale command prompt like feature.
If you want to actually use the proper command line interface, you type Command or "cmd" in to the run box.
This command prompt lets you preform nearly any diffrent task you want to to. It is the command line or text interface to controle windows rather than the GUI that you are probably more familier with. There are also quite a few extra features and options that are available to you through the command line that are not in the windows GUI.
The things you can do and the commands entered to do so are endless and so your best looking up about this.