What is the difference between Command Prompt and Sublimes

[yaoyao22]

There are some Python codes which can only be run in Command Prompt, and can only be run in Sublimes? I am a new user of Python. But I am very familiar with R and Stata. In R, I can install some package and use the library at the same place. But in python, it seems I can only run pip install in command prompt, and I can only use import numpy as np in Sublimes (or some other platform).

I need some explanation to help me understand. Many thanks in advance!