The Run Command window, or the Run dialog box, is a subroutine of theExplorer.exeprocess.
Therefore, there is no dedicated file to fire up the Run Command window.
you could take your pick from the following methods and choose the one most convenient for your everyday work.

Alternatively, you’re free to also launch this menu by pressing theWindows Key + Xshortcut keys.
This is in case you wish to launch the process with elevated rights.
Which method is your preferred cup of tea and what do you usually use the Run dialog box for?

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source: www.itechtics.com