Well, it's probably best put this way:
Windows = AmigaOS
MS-DOS = AmigaDOS (Command Prompt = CLI/Shell)
explorer = Workbench
Remember, Workbench is JUST a file manager. It is possible to run ANY amiga program without ever loading Workbench. I used to always boot into DiskMaster instead. In fact, your basic GUI (intuition) is available even if you boot without startup (or boot from a blank disk).
Also, for AmigaOS 3.5/3.9 you do need to have Kickstart 3.1 and it is acceptable to consider them to upgrade the entire OS (not just the Workbench as others have suggested), because even though there are no OS3.5/3.9 Kickstart CHIPS, the kickstart IS patched in memory.
Finally, you don't need a harddrive to boot into workbench but you WILL need a harddrive if you plan on using AmigaOS3.5/3.9 (they won't fit on a single disk).