Like SpryGuy said, you aren't getting it.
In Windows, the desktop is actually an app in and of itself. When explorer.exe is first run, it loads the desktop (all icons that go on it) and the taskbar. If you never run Explorer, you'll never get the desktop. It's the same thing here; a person doesn't actually have to run Explorer, and if they don't, then the desktop will never load. The first UI the user will see will be the Metro UI, not Explorer.
Now, the second a person runs a traditional windowed application, the desktop will load as well for UI consistency, and all applications (graphically) will be contained within that layer. However, not every windowed application has to be paired with the desktop. If you run the task manager, for instance, it will float above everything else even if you switch back to the Metro UI or use a Metro application.