No, what they are referring to: you could actually just exit Windows entirely, or just skip booting into it and what you would be left at is a plain real mode DOS environment.

From your own reference: To end-users, MS-DOS appears as an underlying component of Windows 95. For example, it is possible to prevent the loading of the graphical user interface and boot the system into a real-mode MS-DOS environment.

You can even try this in the linked VM: Shutdown and Restart in MS-DOS mode. That is a real mode DOS without any Windows running. This was often necessary for games and other heavyweight protected mode DOS applications like CAD/CAM at the time that would not tolerate running in the VM86 environment.