You can start an interactive shell in Emacs by typing M-x shell.
By default, this will start the standard Windows shell cmd.exe.
Emacs uses the SHELL environment variable to determine which
program to use as the shell. To instruct Emacs to use a non-default
shell, you can either set this environment variable, or customize
explicit-shell-file-name. You can also customize
shell-file-name to change the shell that will be used by
subprocesses that are started with shell-command and
related non-interactive shell commands.