The command window on my computer is located here:

The command window is, as the name suggests an alternative way to interact with AutoCAD. You can enter commands within the command window, such as “_move”, “_erase” etc. It also acts as your history, as it displays all your previous actions. It is possible to draw complex objects without using the mouse.
Anyways I will demonstrate a command window function; here I have drawn a 3D rectangle:

I want to move it without using the mouse, so I type in “_move”, it will appear under your mouse cursor, so don't worry:

Then I press ENTER.

Here the command window displays “Command: _move”. This means that I have used the “_move” command. Now I select the objects I want to move and press ENTER:

Now it asks for a base point or an alternative. The base point means the point that the object is going to be moved from. In this example, I would just type in 0 and press ENTER. Now it asks for a 2nd base point, for this example, input anything and it will move there or simply use the mouse.

And there we have it, the command window in action!
Note: Sorry if my tutorial was a bit vague, the whole point of it was to say that the command window is useful.