All recent and not so recent versions of Windows actually live without any DOS. All NT-based versions of Windows are full-fledged operating systems on their own and do not need or use the real DOS in any way. This includes NT 4.0, 2000, XP, 2003, Vista, 2008, 7, 2008, 8 and 2012, none of which has any dependence on DOS.
The last version that sits on top of DOS is Me (along with 95 and 98), which uses the bootloader of DOS, a few services from it, and put GUI and its own driver system on top of it, but has no real kernel on its own. It can be though of similar to Win 3X, but with an hybrid core with 32/16 bits code running on it. That desing was long ago discarded in favor of NT system, which uses a real kernel architecture and completely throws away the DOS layer bellow it.
The cmd window is NOT DOS, not at all. It's just a program like everything else that happens to execute OS commands directly and display results in a way that resembles the old DOS way of doing things. It's sort of a "clone" of DOS, attempting to expose the very same commands it has and adding substantial improvements, all that while sitting on top of the NT kernel architecture, as an independent program, not as a core part of the operating system.