There is PCTask 4.4 (actual software emulator), not tried it but maybe with a high clockspeed 060 you could get Win95 running?
With an SBC you could run the Siamese software
http://amiga.resource.cx/exp/siamese and control the PC side of it through the Amiga and transfer files either with a SCSI or TCP/IP network.
One advantage with an SBC would to save space if you wanted to play older PC Dos and early Windows games and something that looked retro, saves having an old PC and Amiga on your desk.