An API is a series of functions that programs can use to make the operating system do their dirty work. Using Windows APIs, for example, a program can open windows, files, and message boxes--as well as perform more complicated tasks--by passing a single instruction. Windows has several classes of APIs that deal with telephony, messaging, and other issues.
Windows uses an api called the Win32 API. You can access many command via the command prompt. Start >> Run >> Type in "command" or "cmd"