All cmdlets live in modules or snap-ins. To see which modules are currently loaded, use Get-Module.
In PowerShell 3.0 or better, most modules are imported implicitly when you run a cmdlet found in that module. This clever mechanism implements a "load on demand", so in most cases there is no need to load modules manually, nor makes it sense to manually load all modules.
To turn this auto-loading off, use this:
$PSModuleAutoLoadingPreference = 'none'
Note that when you do this, it is now your responsibility to load all required modules.
If you want to load all available modules, use Import-Module.
This would load all available modules on your entire system:
Get-Module -ListAvailable | Import-Module -Verbose