Dude, what you just said was wrong on so many levels it's not even funny. I take pity on your ignorance.
Ok, first of all, if you want to learn how to hack then what you need to do is learn to use your brain. You have to be able to look at a challenge in a rational way, and solve it any way possible. More often then not you will be required to 'think outside the box'.
Hacking does not involve using programs on Windows or LInux, it is independant of OS. Generally if you need a program for a hack you write it yourself because what you are doing is pretty specialized.
command.com has _NOTHING_ to do with linux. it's presence is neither required nor forbidden to install any version of linux. I'm not sure where you're getting your information from, but you are sorely mistaken here.
No offense, but if you cannot even figure out how to get an OS installed than you seriously need to think about what you're doing here. May I suggest bowling or perhaps a stamp collection as an alternative pastime for you? Find something else you're interested in, because I don't think you're gonna be very good at this one.