You are referring to a .NET class, which will often require you to specify it’s entire name space as well. The ‘::’ tells PowerShell that what follows is one of the attributes of the class, which typically can consists of one or more constructors, enumerations, methods, or properties.
Take a look at https://msdn.microsoft.com/en-us/library/system.windows.forms.messagebox(v=vs.110).aspx to get an idea what I’m referring to.
This is also the reason why there is no Verb-Noun format. You’re not referring to a PowerShell cmdlet, but directly to a .NET class.
If you want to get a list of currently registered cmdlets, you can use the Get-Command Cmdlet.
There’s some pretty good articles available about using .NET with PowerShell. Take a look at Scripting Guy who has written a few.
Hope this helps.