I really don't understand what your trying to do. What are you exactly trying to do? What do you mean by "fully use it". You are already "fully" using it.
What answer are you looking for? MSCONFIG is your system configuration that is all. Try it out, type it in, hit enter, there won't be any problems. You can also run any program from it if you wish (as long as you know the name of it).
Edit: That address bar is like the run command and URL address bar wrapped into one.