Sometime when I execute a vim command, a history like window appears out of nowhere. Anyone knows what it does, what it's called and how to make it appear?

Sometime when I execute a vim command, a history like window appears out of nowhere. Anyone knows what it does, what it's called and how to make it appear?

 
    
     
    
    It is called the command-line window
:h command-line-window
You can bring it via <c-f> while on the prompt or q: in normal mode
:h q:
