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The command prompt (cmd.exe) is a native Windows application meant to act as a command-line interpreter. It was created by Microsoft for the OS/2, Windows CE and Windows NT-based operating systems, which includes Windows 2000, XP and currently Windows 8 as well as various server versions of Windows. It is not a DOS program but a real executable application. As the name suggests, the command prompt is used to issue various commands to the system, like file management commands such as copy and delete. It also acts as a user interface.
The command prompt is one of the most powerful tool within the Windows OS. It allows users to do almost anything you can do with a GUI, but simply in words. You can copy, move and delete files, and even create undeletable folders. The command prompt used to be the only way to interact with the computer, so a simplistic set of commands with rigid syntax was used in order to make the system do anything. This made it virtually "idiot-proof," although it also makes it difficult to use without experience and knowledge.
The command prompt is invoked by typing "cmd" into the search bar of the start menu of modern Windows operating systems (Vista and later) or the "run" bar of the older ones (XP and earlier). You can also create a shortcut of it from the system directory usually located at "C:\Windows\System32" for default Windows installation paths.