You can access the command line in the Terminal application on a Mac, or at the Command Prompt on a PC.
You can then install programs and run them directly from the command line
From within the command line, you can connect to other computers, such as High Performance Computers (HPC) hosted by your university/institution or elsewhere.
For great advice on getting started with the command line, see this publication:
Brandies PA, Hogg CJ (2021) Ten simple rules for getting started with command-line bioinformatics. PLoS Comput Biol 17(2): e1008645. https://doi.org/10.1371/journal.pcbi.1008645