windows-r opens cmd, a cli for windows. On a mac, you use Terminal, which is in /Applications/Utilities. There is no keystroke shortcuts for Terminal unless you assign one in Keyboard prefs to launch it.
They're not the same...dos compared to the Bash shell. Look up a good unix/linux faq for commands to use in Terminal.
Or here:
LinuxCommand.org: Learn the Linux command line. Write shell scripts.
http://www.tldp.org/HOWTO/Bash-Prompt-HOWTO/
[gnu.bash.bug] BASH Frequently-Asked Questions (FAQ version 3.36)
Have fun on the command line, just be careful.