If you have a facility for examining disks, have a look at track 0 of your disk. Try a floppy to start with: you don't want to screw your hard disk by doing something silly. If you sys the floppy, it will install the bootstrap on it. The bootstrap is the first thing that is loaded and it lives somewhere on track 0. It then tells the machine what to do next.

As for your other question, I don't know what is loaded between command.com and win.com. Probably nothing because once command.com is loaded, you can type win and windows will boot up.

If you have a virus checker on, it may stop you examining track 0.