command line plugin suggesting files and paths?

The windows run box or address bar will drop down a list of suggestions to autocomplete file names and paths. Can the command line do this somehow? for instance you type "c:\" and it shows a drop down list with all the files and folders on the c disk and further filters the menu everytime you type a letter.

I was under the impression it would, but mine doesn't, maybe i have some bug or does this feature not exist?