What is the context or purpose for needing this information?
For files in the current directory, all you need to know is where that directory is, which you can get with the pwd command. For programs and system commands you can use which; "which mplayer", for example. Note that some commands are shell built-ins or aliases and such, and won't give you any output.
As for other files on the system, if you don't already know where they are, then you can't rightly run any commands on them, can you? All you can do is use find or locate to search for them.