In Windows, CMD is an abbreviation of Command. When you type CMD in the search bar and press enter key you will see a command window. If you want to know the list of commands you can run, just type help and press enter key.
You can execute various commands by typing in the command prompt. Before Windows as popular as today, everything was executed within the command prompt.
Even when you want to run Windows you need to type win and press enter. Many commands are still powerful and there is no substitution within Windows OS.