Windows's Run under Linux
Is there something similar to the MS Windows's (boo) Run? I always had the habit to start notepad, the sound recorder, and ms paint, and even ms office word pressing Windows+R and typing in the command. I wonder if there is something similar under Linux... I know there are the terminals, but they aren't the same, they usually take a few seconds to start, and cannot be closed while the app is running... I suppose there must be something there, please tell me what to do.
P.S. is there a way to make shortcuts using the windows key? eg. wnd+r wnd+e wnd+something... When I try making a shortcut key, it doesn't accept combinations using the "SUPER"... It is regarded as a normal button like "A" or "B"