Popup command line on shortcut

This does not exist as a part of macOS. The closest alternative is to simply launch the Terminal app. You can also launch Spotlight with Command + Space to access a lot of simple search features. You can read about the basics on apple's website. I also might recommend some third-party spotlight replacement apps such as Alfred or quicksilver. You can use these apps to run commands in the terminal directly from Command + Space.

If you want to know some basic Terminal commands to replace what you are used to on Windows, I recommend the open command. You can use it to open a URL, a file, a folder, etc. For example, open a folder with open /path/to/folder. Open a file with open file.txt (you can also add -a SomeApplicationHere to open a file in a different app). Lastly, use ./your-script-here to execute some script in the directory you are in.