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The program inside a terminal that reads what you type and runs it.
A command interpreter. Reads input lines, parses them into commands and arguments, expands variables and globs, and invokes the requested programs. Bash and zsh are the dominant Unix shells; PowerShell on Windows.
A scripting language with control flow, variables, functions, and IO redirection in addition to interactive command execution. Pipes connect process stdout to stdin, enabling Unix-style program composition. Job control manages foreground/background processes.