If you want to use the shell as just another GUI window app, you will need a terminal emmulator. On Mac there's a pre-installed program called "Terminal" and there's usually a program with the same name on Linux systems. Meanwhile, uses a program called "Command Prompt" or "CMD".
A terminal program allows you to do pretty anything a shell can do, execept you can also copy and paste text between applications, create multiple terminal windows and so on.
A terminal emmulator can be used for controlling that you can physically access as well as remote computers/servers connected to the Internet.