Pressing Windows + R you the Run dialog.
This can be used to launch a Web page (if you know the full URL) or a program (if you know the name of the program file on your computer e.g. winword).
But it is mostly used to launch the Command Prompt: press Windows + R then type in CMD and press Enter. The Command Prompt gives command line access to many of the Windows settings (if you know what you’re doing!).