The command prompt. (aka the command line, the DOS box or the compatibility box) which runs *.cmd or *.bat scripts.
For convenience, create a shortcut for C:\Windows\System32\cmd.exe or and put it on your task bar at the bottom of the screen.
If you plan to invoke it rarely:
CMD (Command) evolved from the DOS batch language. 16 bit DOS (Disk Operating System) and Win 3.1 programs no longer work under Windows 10. You need new 32 or 64 bit version of them.
Command language is ugly in the same sense Basic is ugly. It is based around the GOTO. It has no methods/functions. It does not have scope. We need a proper language, something compiled like Burroughs work flow language. I done some experiments in that direction with Batik.
With CMD, you can create shortcuts, aka *.lnk files that give additional information about how to run a script or executable, such as fonts, window size, colours… I can understand how the command processor can access this information when you invoke a shortcut, but how does it find it when you invoke the script or executable directly? The shortcut need not be on the path. It could be anywhere on any disk, so there is not time to search for it. There might even be more than one shortcut. I can find no sign of a link hidden in the registry. I have never seen any documentation on it. If you have even a wild guess hypothesis, please let me know. I do not have any practical need to know this. It has just baffled the heck out me for decades.
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