There is no official term for such an application, nor is there an official definition for "Windows-style", for that matter.
There are many shells available for Linux; you need to be specific about the ones you want to compare.
Distributions
Some people refers to Linux-based systems as "GNU/Linux" if they use software written fr the GNU operating system.
A shell in Linux is the interpreter that provides a commandline interface (CLI). There are many kinds of shells.
The Linux administrator is called the "root" user.
The command "finger" can tell you how many active shells are used, the users logged in, and where they logged in.
BASH, SH, ZSH, iPython, FISH, CSH, X, etc.
The X Windowing System is the "de facto" standard for graphical shells in Unix and Linux. Desktops use it as a client as well as all the graphical applications.
Ken O. Burtch has written: 'Linux Shell scripting with Bash' -- subject(s): Computer Technology, Linux, Nonfiction, OverDrive, UNIX Shells
There are dozens of shells for Linux. The most popular are: bash (Bourne-Again Shell) ksh (Korn shell) zsh (Z Shell) ash (Almquist shell) dash (Debian Almquist shell) BusyBox (based on ash) fish (Friendly Interactive Shell)
fork
As 'Linux' is actually the Linux Kernel and a bunch of other tools packaged together as a distro, this will depend on the distro you use. For example, Red Hat Linux uses a file called ks.cfg (known as kickstart) which contains information for it's installer system called Anaconda.