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The Sudo command allows you to run commands in an elevated mode without opening a separate session for the same. Learn how to run Sudo command in Windows.
With the Terminal, Windows has a common interface for Powershell, Command Prompt, and Azure Cloud Shell. This allows you to start the terminal directly with the command prompt.
For administrator privileges, right-click the Command Prompt icon and choose "Run as administrator". Run Command: Press Windows + R to open the Run dialog, type cmd, and press Enter.