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Without details of your operating system it is impossible to tell how they do it. If it is the "run" command then it is probably Windows of some sort.
Remember that the Admins have their own tools apart from those packaged with the operating system.
Remember that if you use DOS or "command" you are totally visible as the sender :)
What are you hoping to do? If you are interested for purely academic reasons....why not ask the Admins?
Biggest laugh I ever had was using the "utilities" to send fake system error messages to the Group Financial Accountant..........just at year end reporting time :D
Our Finance Director spoiled it by bursting out laughing, so the guy knew he was being "had"......just goes to show how unreliable bosses can be?
Cheers
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It also will log it in your Event log in 2k.