Per this Microsoft article —

The user or an application can start a Control Panel item by executing it directly from the command line prompt.

The command works because you are directly accessing a Windows control panel applet (the .cpl extension) by name via the Run command (Win + R).

This same file is linked to certain selections in Control Panel\System and Security\System as well, such as Advanced system settings or changing your computer's name.

If I right-click ThisPC and then I click Properties, I can open a properties window. Can I open this window with another command in Win+R?

To access Control Panel\System and Security\System (which is the same as right-clicking ThisPC → Properties) there is a different method — Win + R then type "control system".

As you can see, "system" acts as a parameter to control.exe (indicating which panel to show).

How can I find these commands to Run any given window?

Please forgive me if I misunderstand anything or go over anything you already know. =)

Unfortunately, similar to @techturtle, I am not aware of any command to list just the possible Control Panel options directly.

Update: As @miroxlav's answer suggests, you can use utilities to go through the registry. This could have the added benefit of identifying custom, non-standard Control Panel items (such as those installed by certain software or by a computer manufacturer).

Specifically for the Control Panel, there is also sometimes overlap between commands. For instance, "control date/time", "control /name Microsoft.DateAndTime", "control timedate.cpl" and "timedate.cpl" all bring up the Date/Time settings panel on Windows 7/8/10.

Control Panel Item Lists

However, there are some helpful lists produced by Microsoft. In addition to the official list of default Control Panel applets/commands linked earlier, Microsoft also has a listing of all the canonical (official) names for every default Control Panel item.

This second set of items can generally be opened with Win + R and then by entering "control /name" along with the proper name listed e.g "Microsoft.Troubleshooting".