Isso foi verdade uma vez, mas não é mais.
De Interface de linha de comando do Windows # do MS-DOS - Wikipedia :
All versions of Microsoft Windows have had an MS-DOS like command-line interface (CLI). This could run many DOS and variously Win32, OS/2 1.x and Posix command line utilities in the same command-line session, allowing piping between commands. The user interface, and the icon up to Windows 2000, followed the native MS-DOS interface.
Consumer Windows (up to 3.11, Win9x, WinME) ran as a Graphical User Interface (GUI) running on top of MS-DOS. With Windows 95, 98, and ME the MS-DOS part was integrated, treating both operating systems as a complete package. The command line accessed the DOS command line (usually command.com), through a Windows module (winoldap.mod).
A new line of Windows, (Windows NT), boot through a kernel whose sole purpose is to load Windows. One can not run Win32 applications in the loader system in the manner that OS/2, UNIX or Consumer Windows can launch character mode sessions.
Portanto, não, em todos os Windows da família NT (por exemplo, XP, Vista, 7, 8), o prompt de comando e o MS-DOS são visualmente semelhantes, mas bem diferentes.