You learn neat things by watching others work. I had always used the Start/Run sequence to startup DOS, regedt32, rdisk or other programs in the path which I commonly use. I also used the Run Dialog box to open up a folder such as c:\winnt\system32\drivers or a share such as \\filesrv7\windshare. Watching a GUI-oriented person work (does nothing from command-line), he used Explorer to find the program he wanted (no typing for this guy) and dragged the icon and dropped it onto the Run box. Voila! The program pops up. Actually you can also drag any file with a registered extension and when you drop the file on the Run box, the application starts with that file opened. Great! Heck, maybe even I can learn to use the GUI more.
You can also type in a URL and explorer will start your registered browser with that url. To quickly bring up the Run dialog if you are a keyboard type, use the CNTL-ESC-R combination or with a keyboard with a windows key, windows-R.