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You can run any program from the run box as long as you know its path. (Ex: C:Program FilesInternet Exploreriexplore.exe) The programs that run by just typing their name (such as dxdiag and msconfig) are located in the windowssystem32 and windows folders.
To see these, type “”%systemroot%”” into the run box. Then, click the system32 folder to see all the programs that are part of Windows. Some commonly used ones are: cmd, calc, cleanmgr, compmgmt.msc, mrt, and mstsc.