The "Run" app appears right after pressing Win+R, so this wouldn't work.
[CRTL + V] pastes a small code snippet in the run app and once [ENTER] is pressed it closes the run app and in the background downloads and executes a larger code snippet from a malicious website.
So if you press exactly what they told you to press it would install a malware on your computer. Now this typically targets people that don't even know what the run app is.