The Command Prompt is the DOS command window available through Windows. Usually you can access it from the Start Menus with the sequence: Start/All Programs/Accessories/Command Prompt.
It will open a window showing the DOS prompt (C:\> - if it's not showing C\>, type the command cd .. until it does).
Type in the command (followed by Enter/Return):
cd /songfolder
where songfolder is the name of the folder, this will change the current directory to be your songfolder directory, and the prompt will probably change to something like:
C:\songfolder>
Now type the command:
dir /b >files.txt
this will make a list of the names of files in the folder, 1 per line, without any extra information and put the list in a file called files.txt (you can use any name you like for this).
You can then open the file (from Windows now) in Word/Notepad/Wordpad/Excel or whatever you want to read it in.
Type the command:
exit
to close the Command Prompt window, or just click the close X at the top right of the window.