MSG.exe

Send a pop-up message to a user. The 'Home' editions of Windows don’t include MSG.

Syntax
      MSG username [options] [message]

      MSG sessionname [options] [message]

      MSG sessionid   [options] [message]

      MSG  @filename [options] [message]

      MSG * [options] [message]

Options

   /SERVER:servername  The server to contact (default is current).

   /TIME:seconds       Time delay to wait for receiver to acknowledge msg.

   /V                  Verbose, display extra information.

   /W                  Wait for response from user, useful with /V.

If no message text to send is specified, MSG will prompt for it (also reads from stdin)
@filename identifies a file containing a list of usernames,
sessionnames or sessionids to send the message to.

 * will send the message to all sessions on the server.
e.g. use this for Terminal Server/Citrix shutdown messages.

# And these children that you spit on, As they try to change their worlds
Are immune to your consultations, they're quite aware of what they're going through # - David Bowie

Related:

ECHO - Display message on screen
TYPE - Display the contents of a text file
Powershell:
PS C:> [Reflection.Assembly]::LoadWithPartialName("System.Windows.Forms")
PS C:> [Windows.Forms.MessageBox]::show("Hello World", "My PopUp Message Box")
Equivalent bash command (Linux): echo - Display message on screen