This describes me somewhat. I use FEA software and only recently started using it to execute jobs in CLI. I still trip over changing directories. Fortunately notepad++ has an option to open CLI with the filepath of the currently open file. I also didn't know right-click is paste in CLI. Don't use ctrl+c accidentally. But ctrl+v does work in powershell (sometimes?). "Error, command not found" is puzzling to me. Where does the software need to live relative to the directory I am using? This is all still very foreign to me, and working in CLI feels like flipping light switches in a dark room.
To answer your last question, on your operating system there is something called “PATH”. It is a user- or systemwide variable that dictates where to look for programs. It basically is a list of directories, often separated by “:”
Further reading: https://www.java.com/en/download/help/path.html (this may have Java references but still applies)
The GP here appears to be on Windows, given their reference to PowerShell. And on Windows, the path separator is ";", not ":".
One of the things I've noticed is that people trying to help the true beginners vastly overestimate their skill level, and when you get a couple of people all trying to help, each of them is making a completely different set of suggestions which doesn't end up helpful at all. Recently, I was helping somebody who was struggling with trying to compile and link against a C++ library on Windows, and the second person to suggest something went full-bore down the "just install and use a Linux VM cause I don't have time to help you do anything on Windows."