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They say(on google) taskbar is available for this task - one method is Windows key+Space and if it doesn't work some people suggest enabling double height taskbar in preferences. Also picture you provided is not for KDE but Gnome "Run" since KDE "Run" looks different.
If you search the fvwm mailing lists you might find something similar as well. My memory is blurry, this was long ago. This urxvt method has the advantage of taking almost zero memory if you use urxvtd (the daemon), while gmrun and similars tend to stay in the background as long as the launched application is running (which is an unnecesary waste of memory). At least that used to be the trend the last time I tried it.