..." command like the Unix/Linux OS does*. Because of this, a user not logged in as the administrator will need to log out of the machine and then back in as the administrator to do upgrades, installs, etc.
Admin Console removes this step, by creating a "workspace" that runs with alternate credentials. The console allows the user to create shortcuts to applications which will run with whatever credentials are supplied.
* Although RunAs exists, it doesn't always work as expected.