They have 2 built in ones. powershell and cmd. CMD has been there forever and works mostly like MSDOS (mostly). powershell is pretty neat and is in many ways better than bash once you understand it. They have also in the past 2-3 years actually fixed up some very long standing issues with the shells. There is also an experimental shell manager in the windows store which is kind of nice. You can also install other unix shells if you want. But being different systems they can get a bit quirky.