Why are there multiple Console Window Host open in the background?

Download Process Explorer or a similar tool that would show the processes in a tree view. (Run it "As Administrator" for best results.) The Conhost process will always be shown as a child of the program that created the console.

it's the command prompt running in the background but without a graphical user interface.

Not exactly. Any .exe file can be marked as "requires console" when it is compiled, and any such console-based program will cause a Conhost instance to be spawned – it could be cmd.exe, it could be PowerShell, it could be Python, it could be something entirely different.