Not sure what you're talking about: the window manager "like Gnome or KDE" was added in Windows 1.0. And while it was kind of a wrap on top of a command line application back then, just as it still is on Linux (I believe), Windows 95 got a completely standalone desktop/graphic subsystem which didn't ran on top of anything except HAL; console/DOS subsystem was its foster sibling, so to speak.
