The Command Prompt requires a bit of study to get it doing what you want.
Also, in Vista, it's usually limited to Standard User privileges unless you specifically choose to elevate it.
To start with, go to Start and type in "cmd.exe" (without the quotes) and press Enter
In the black window that opens up, type "help" (without the quotes) and press Enter
This will give you a list of commands that are built into the Command Prompt executable.
Beyond that, you'll have to identify the executable file that you want to run.
If it's located in your system's Path - you just type the name of the command and press Enter to execute the command
If it's not located in your system's Path - then you've got to type the full path in order to get it to execute.
Beyond that, Google is your friend!
PS - the Command Prompt (cmd.exe) is different from Command.exe (the MS-DOS command line).