You have to find out where msconfig is and change to that directory. You can use the cd command (cd is short for change directory) to get there but that can be a hassle.
Try right clicking on the Start button and selecting Explore from the popup menu to open Windows Explorer. Then you can look for msconfig and run it from there.
To get Run back, try running Taskbar and Start Menu in Control Panel. Click on the Start Menu tab and click on the Customize button of Start menu. On the Advanced tab there is a Run command checkbox in the Start menu items box. Make sure that is checked.