Not all users can run all commands. Users can have standard privileges or administrator privileges. Administrative privileges provide elevated access. Administrative privilege is provided by being a member of the Administroators group. To run command line as an administrator you need to right click on the command prompt and choose Run as Administrator. As a shortcut, you can type in the cmd command and then do Ctrl + Shift + Enter to run the command as an Administrator.
Standard privileges allow you to run applications.