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A command interpreter allowing interaction with the OS.
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Processes typed commands and executes programs.
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When you open a terminal, the shell is the program that receives your commands.
Windows: Shells without native support
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Some shells are not natively supported, but can be used on Windows through:
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WSL .
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Msys2 .
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GitBash .
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CygWin .
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This also applies to TMux .