With the release of Vim 8.1 comes the ability to open a terminal window within a Vim session.
The :terminal command (or :term for short) opens up a buffer window that
looks like a strange mix between any old Vim session and your terminal's shell
prompt.
Once the :terminal window is open, you can hit i to switch to
terminal-mode. This puts the cursor on the shell prompt so that you can start
executing shell commands. Once in this mode, you most of your keybindings will
be ignored as Vim is providing terminal emulation.
Once you are done with the terminal, you can type exit like you would in any
other shell and it will terminate that process.
Alternatively, you can hit Ctrl-\ Ctrl-n which takes you out of terminal-mode
and back into Normal mode. From here, you can use all the Vim things to
navigate, search, yank, etc. from the terminal output.
You can also (if hidden is set), switch to another buffer. The Vim :term
buffer is preserved and you can return to it later, hitting i to start
interacting with it again.
See :h :term for more details.