Before there was Windows, there was MS-DOS, a command line operating system that inherited much from the first widely used microcomputer operating system: CP/M.
DOS is still available under Windows but in a classic case of the tail wagging the dog, it now runs as a client service, hosted by the Windows kernel, instead of itself hosting Windows, as was the case originally.
The command window (cmd.exe) gives you access to a whole world of fast, sleek computing, without the overhead of programming for the GUI interface.