What you’re refering to as Windows, is in fact, GNU/Windows, or as I’ve recently taken to calling it, GNU plus Windows. Windows is not an operating system unto itself, but rather another closed component of a fully functioning GNU system made useful by the GNU corelibs, shell utilities and vital system components comprising a full OS as defined by POSIX.
Many computer users run a modified version of the GNU system every day, without realizing it. Through a peculiar turn of events, the version of GNU which is widely used today is often called “Windows”, and many of its users are not aware that it is basically the GNU system, developed by the GNU Project.
There really is a Windows, and these people are using it, but it is just a part of the system they use. Windows is the kernel: the program in the system that allocates the machine’s resources to the other programs that you run. The kernel is an essential part of an operating system, but useless by itself; it can only function in the context of a complete operating system. Windows is normally used in combination with the GNU operating system: the whole system is basically GNU with Windows added, or GNU/Windows. All the so-called “Windows” distributions are really distributions of GNU/Windows.
As far as switching out Explorer goes, it's not actually the window manager, that's Aero since Vista - but it is the shell on desktop editions of Windows... But not all editions. Some server editions ("core") and some specialized other ones have the shell set to literally just a cmd window. There's no taskbar, no Start, no desktop icons, etc. There's a cmd window that if closed triggers a reboot. Of course other things can be started from it.
I'm not sure if there's a setting that could be changed to make a desktop edition behave like that or vice versa.