With Command Line Interface (CLI) we mean ‘some window in which we can interact with our machine’. Other terms that are used for CLI are: console, terminal, terminal emulator, bash, or shell.
In Windows one can have different Commmand Line Interfaces:
Command Prompt was the first to be built in windows (by Microsoft itself).PowerShell was later built to extend the possibilities (by Microsoft itself).Unix Shell is a CLI that is available for all Unix compatible machines (amongst others Linux and MacOS). In Windows you can have a unix shell by enabling the so-called Linux subsystem for Windows. If you have installed Git you also have Git Bash, which is also a unix shell.The big advantage of a CLI is that regardless which one you choose, commands across CLIs are universal. The sole exception being Command Prompt, which is why discourage using it.