Yes. If you know how, create a new subdirectory (perhaps "C:/JavaPrograms") and use the CD command to move to it.
With the command prompt window, the command to create a new directory is:
MD directoryName
If you want, you can create a new directory using Windows Explorer and then use CD to move to it in the command prompt window.
We will use the Notepad text editor which comes with Microsoft operating systems. Click on the "Start" button in the lower left, then on "All Programs" then on "Accessories", and then on "Notepad". As you might expect, different versions of Windows put Notepad in different places. You may have to hunt.
Roughly similar things can be done on Mac and Linux systems.
After clicking on the icon, Notepad starts. Another way is to start it from the command prompt:
C:/TEMP> notepad C:/TEMP>
Is all this getting to be just too much?