What is the mac equivalent of the windows run command

I am a mac virgin, always used windows based pc's. I am finding it a bit of a struggle. What is the equivalent run command on a mac?

To launch a program, double-click its icon or CONTROL-click it and select open. In the Terminal.app (CLI program), it's open <path to application>.
Since you're a newcomer to the Mac, peruse Switching from Windows to Mac OS X and Basic Tutorials on using a Mac
G4 450 MP Gigabit   Mac OS X (10.4.9)  

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