I see great answers but maybe it is a little technical for beginners. Anaconda is a (software) distributor, in this case for Python, and its anaconda command prompt is similar to windows command prompt with one important difference: having PATH. PATH, as it can be assumed from its name, is like an address in computer where python packages are installed and their computations will be run.
Having PATH makes a big difference between using python via anaconda prompt or normal command prompt which is considered useful for many research teams and business computers: it will allow you to install, update and uninstall packages inside a separate environment (after creating one!) so that other members of the team wouldn't be disturbed.
When I was working with my own laptop, I never had any problem with running python on jupyter using windows command prompt. But for working with a research team PC, my supervisor made me to create a virtual environment named after me in anaconda prompt just not to disturb any other member. Actually, that was a pain in my neck because I have to activate "my environment" every time before starting python on jupyter. I never understand why someone should not appreciate if I install any more extra packages or updates for them? Not to mention, if in a million years an error pops up due to a package I installed, they can simply uninstall or downgrade it.
So as a normal researcher with medium computations in python, I never liked working with anaconda prompt and windows command prompt was everything I needed, especially on my OWN laptop.
I hope you liked my idea.