I can confirm that it is possible to shell into Linux systems from Windows without Cygwin.

If you're using PowerShell, you can still open the command line by typing 'cmd' once you get ready input.

Elevation should not be required to shell into a remote system. Elevation is only required if you wish to make changes to the local system, or one connected to the same domain/workgroup.

You may need to enable it through OptionalFeatures. I use a Pro Edition of Windows, I'm not sure this advice carries over to Home Edition.