The Command Line is the window in which Windows users interact with pybot scripts. A completely text-based environment, it typically features a monospaced font and is reminiscent of the drab, colourless way computer screens "used to look".
Despite — or maybe because of — its drab looks, it's incredibly powerful. Misplaced keystrokes can do serious damage to your computer. However, this is the environment in which python lives, so in order to use pybot, you have to get comfortable with it. Until you are comfortable, make sure that you type any instructions you see here exactly into your cmd window.
cmd is the Windows equivalent of Terminal on a Mac.