Terminal mode came to Vim in version 8.1, and it allows you to run a Terminal in a split window. You can enter terminal mode by typing the following:
This will open your system's shell (your default shell in Linux, or cmd.exe in Windows) in a horizontal split:
This is a wrapper around your system's Terminal, which lets you work with your shell as you normally would. This window is treated similarly to any other window (you can navigate between split using Ctrl + w commands), but the window is effectively locked into insert mode. You may also want to consider using tmux or a screen ...