How to open a shell command prompt inside Visual Studio Code?

When using Visual Studio Code, how do I run command-line programs, such as a choco (Chocolatey) command? Do I need to have a separate Command Line (CMD.exe) running outside VS Code, or is there a hotkey/window within Code where I can run those commands?

I see the "Command Palette", but it is not entirely clear what command engines run in that palette.

Solution 1:

For integrated console use Ctrl+`

From the release notes:

With the May release, we are rolling out the initial version of an integrated terminal. You can open the terminal using Ctrl+`, from the View | Toggle Integrated Terminal menu, or from the View > Toggle Integrated Terminal command in the Command Palette.

https://code.visualstudio.com/updates#_workbench

Solution 2:

Use CMD+Shift+C or CTRL+Shift+C but it will only open a new outside editor standard bash console.

I hope they will implement an integrated console.