From the vimtutor LESSON 7.3: COMPLETION
** Command line completion with CTRL-D and <TAB> **
Make sure Vim is not in compatible mode: :set nocp
Look what files exist in the directory: :!ls or :!dir
Type the start of a command: :e
Press CTRL-D and Vim will show a list of commands that start with "e".
What does compatibility mode in Vim mean and why doesn't command completion work in that mode?