Dr. Watson is the debugger program, and is also present in final builds of Windows if you look hard enough.
I'd presume that this in conjunction with the Tracker can be used to automate bug reports.

The Chicago about dialog, which looks no different from the Windows 3.1 one.

This is the Chicago Cabinet Explorer, a very early version of the Windows Explorer.
For the most part, the folder views are pretty similar to the final release.
Note the presence of a "Parent Folder" icon, which when clicked opens the containing folder. This would have been a useful feature in Windows 95 where it was more difficult to access parent folders.
Also note the presence of a "Folder" and "Window" menu, which don't exist in later builds either. Windows 98 kind of re-implements the Window menu with the "Go" option in the OverActive Desktop.

The Explorer has a very nice looking about window...but doesn't say anything about itself, really.

Also hard to tell from screenshots is that window movements now also have animations.