If you go:
contorl panel > Sytem > Advanced > environment variables
These show the paths than are looked through when you enter any of these commands. Basically any program you put in this path is run when you enter its name. It is the same idea as the classpath in linux.
For example i program in java - to compile jave requires the javac compiler if i load up command prompt
Start > run > cmd
change to the directory to where the file i want to use is and enter:
javac filename.java
it will compile it - i am calling the javac program with the argument filename.java. The run option just saves loading up command prompt to run one of these programs - they can all be run from command prompt too.
- this is why you will never get a complete list, as people all have different programs on their computer - for example i doubt you would have jdb on your computer and i'm sure you have programs that i dont. You could compile a list of programs that come within the classpath on a windows install such as ipconfig and netstat. Most of which will make more sense if you run them from command line.
Basically operating systems didnt always come with graphical user interfaces and everything was done on the command line (eg msDOS) - this was how everyting was run.
As for linux - you can run a linux shell enulator on your windows computer -called cygwin
Alternatively as for SUSE, yes it is extremely good, and i would say one of the tidiest versions of linux. if you want to go for linux then this is the one i would recommend.