No, the console window is separate from cmd - it's a builtin Windows thing. If your Windows program (that isn't cmd) needs a console, and it doesn't have one, it can call AllocConsole(), and one will be added for it. (A new console window will appear with your program's EXE's path in the title bar.)
If your program is tagged as a console program, Windows will usually open a console for it when run - or, at its parent process's discretion, it can be made to use the parent's console. This is how cmd.exe gets a window when you run it from Explorer, and it's how cmd /k runs the new cmd inside the same window when you run it from cmd itself.
If your program is tagged as a console program, Windows will usually open a console for it when run - or, at its parent process's discretion, it can be made to use the parent's console. This is how cmd.exe gets a window when you run it from Explorer, and it's how cmd /k runs the new cmd inside the same window when you run it from cmd itself.