In Normal Mode, commands can be entered by direct key combinations (typing u to undo the last change, for example). These commands often have equivalents in 'ex' mode, accessed by typing a colon :, which drops you into a single-line buffer at the bottom of the Vim window.
In 'ex' mode, after typing the colon you type a command name or its abbreviation followed by Enter to execute the command. So, :undo
Enter accomplishes the same thing as directly typing u in Normal Mode.
You can see that the direct commands will often be faster (once learned) than the 'ex' commands for simple editing, but for completeness, wherever possible in the documentation that follows, if both are available for use then both will be shown.
Most of these commands can also be preceded with a count by prefixing or interspersing a number - typing 3dd in Normal Mode, for example, deletes three lines (beginning from the current cursor position).