Windows Server 2003 and later provide the where.exe program which does some of what which does, though it matches all types of files, not just executable commands. (It does not match built-in shell commands like cd.) It will even accept wildcards, so where nt* finds all files in your %PATH% and current directory whose names start with nt.
Try where /? for help.
Note that Windows PowerShell defines where as an alias for the Where-Object cmdlet, so if you want where.exe, you need to type the full name instead of omitting the .exe extension.