The Sudo command allows you to run commands in an elevated mode without opening a separate session for the same. Learn how to run Sudo command in Windows.

The "open" program is specific to OS X and lets you basically drag and drop a file with the -a command onto an application. This way it overrides the per-user OBJ open-with settings.

With the Terminal, Windows has a common interface for Powershell, Command Prompt, and Azure Cloud Shell. This allows you to start the terminal directly with the command prompt.