The convenience Win+R/Run command
The actual key combination can usually be configured, but on many Linux Desktop Environments, including Ubuntu Unity, ALT + F2 opens the "run" command.
You can run achieve most of the things by using Alt+F2 command. You can run commands directly without opening the terminal. You can open files and folders using this command by specifying the path.
Default Alt - F2 hotkey, at least for me, is very different from Win - R hotkey -- which would search the list of commands based on what you type.
You can achieve the same result with GRun tool. It maintains the history and starts searching it the moment you start typing.
To install: sudo apt-get install grun
To launch: grun
To make it a drop-in replacement, you can configure a hotkey Win - R to launch grun
.