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That will provide a list of all the executable files. So you can be sure that all the commands (except those are are shell builtins) will be on that list.
Most commands will reside on /bin or /usr/bin, but there can be as many locations as your admin wanted to setup. There's no comprehensive list unless your admin has made one, and it all depends on the packages and tools that the admin has installed.
If the shell is bash and autocompletion is configured, then pressing TAB twice should give you a list of all the available commands. However it usually won't be a small list. It all depends on how the $PATH is configured. I don't know about other shells.
Unix has grown enormously. This seems both good and bad. I personally would recommend you start out by looking at the classic unix shell commands. There are only a couple hundred of them. At first they seem puzzling. "Why would anyone want to do THAT?!?!" When you are more familiar with them and start using them in pipes (|) they are almost a language, and an astonishingly powerful one. One classic book mentioned a spell checker as an example. It was simple and frill-free, but usable, and was coded as a command line maybe 40 CHARACTERS long.
Remember too that unix was born back when 64 K Bytes of memory was all you could address in small (affordable) machines. Something big like a C compiler was split in steps, stages, passes or whatever, and they were glued together in a pipe. (The stages in a pipe can work concurrently, each stage able to consume input as soon as its predecessor produces its output. Each TASK might view at most 64K, but the hardware might have a whole megabyte, and the little tasks in the pipeline could, together, use a BIG chunk of memory.)
Finally, remember that these core commands have been around in use for over THIRTY YEARS. The idiom "tried and true" comes to mind. These tools may look quaint or even antiquated, but they were conceived by a small group (Bell Labs) of some of the most gifted programmers in the world. I can think of no better way to learn the essentials of programming than by looking at this brilliant and seminal work.