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cmd.exe, or the Command Prompt, is the default command-line interpreter for many Microsoft-created operating systems.

From Wikipedia:

"Command Prompt" (executable name cmd.exe) is the Microsoft-supplied command-line interpreter (CLI) on OS/2, Windows CE and on Windows NT-based operating systems (including Windows 2000, XP, Vista, 7, Server 2003 and Server 2008). It is the analog of COMMAND.COM in MS-DOS and Windows 9x (and earlier) systems (where it is called "MS-DOS Prompt"), and analogous to the Unix shells used on Unix-like systems.

cmd.exe is the interpreter for Windows batch files (command files), which typically have the extension .bat or .cmd.

Resources:

Alternatives:

Alternative command-line apps that offer more features and customization which is not available in the standard Windows CMD.

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