Windows 95/98 do support detail help for MS DOS 6.22 i.e. syntax, notes & examples. The normal/standard Windows 95/98 installation indeed does not include such support.
In Windows 95 you can copy the help and qbasic files in other\oldmsdos folder from your original CD to windows\command folder. The files are Help.com, Help.hlp and Qbasic.exe you may copy Qbasic.hlp too. In Windows 98 from tools\oldmsdos folder.
You can also copy MSD.exe file 'BUT' run MSD in MS DOS mode and not at DOS prompt in windows.
The detail help is available for all MS DOS 6.22 internal and external commands i.e 132 commands. This is very helpful for those users who do not have MS DOS installed in their systems.
Alternately, at DOS prompt you can type simply COMMAND /? to get a brief help i.e. switches etc. etc.
Again, only the help is available and not the commands/files i.e. we can not run additional commands at DOS prompt.
The best way of learning is by hands on i.e. by practice the commands. However following are some web sites where you can find text help with examples in MS DOS 6.22, especially in DOS commands.
http://support.microsoft.com/support/ms-dos/serviceware/dos62/dos62.asp
http://honeybee.helsinki.fi/manual/msdos/
http://www.computerhope.com/msdos.htm
http://www.easydos.com/dosindex.html
The following web site offers free Boot Disk to download for DOS 5 & above plus many important commands/files such as Tree.exe, Undelete.exe etc. etc. Download the BOOT622L.exe for DOS 6.22.
http://www.bootdisk.com/ Hope this helps.