In the normal Visual Mode of vEdit, you can enter the Command Mode by selecting Command Mode from the Escape (ESC key) menu, or by pressing the keyboard shortcuts for VISUAL EXIT / Command Mode (Exit) or VISUAL ESCAPE / Command Mode (Escape).
There is no difference between these two functions and you will get the "COMMAND:" prompt with either mode, except if a macro is already running [VISUAL EXIT] will let it continue running, whereas [VISUAL ESCAPE] will stop it. With the exception of "locked-in" macros, [VISUAL ESCAPE] will always give you the "COMMAND:" prompt. If you already created a Command Mode window, e.g. with {ESCAPE, Command mode window}, the "COMMAND:" prompt will appear in this window. Otherwise your current window will scroll up and the prompt will appear at the bottom of the window. The first few times the "COMMAND:" prompt is displayed, it is preceded with a help line to remind you of a few frequently used commands.