PowerShell
PowerShell is a Windows-native shell.
On non-Windows platforms, it is called with pwsh.
Contents
Installation
Windows has PowerShell available by default.
PowerShell can in fact be built for Linux distributions, and Arch Linux has a powershell AUR package.
Usage
If you know how to use a sh(1) or bash(1) shell and want to accomplish a similar thing in PowerShell, look here.