http://www.youtube.com/watch?v=SKVcQnyEIT8&feature=youtu.be

Already been done: How to win the Lottery

Actually Windows has had support for multiple desktops since NT4.0 (maybe even 3.51), but they are only used for such things as UAC prompt, winlogon and screensaver. However, there are add-ons that support multiple desktops, including the Destop Manager Powertoy.

My company encourage you to read and learn on your own and do have some flexibility over taking time out to do so, but while this is usually ok for small focussed topics, it doesn't work well for learning any major topic you're completely unfamiliar with. Having proper, structured, training with hands-on labs is much better at getting you started in this situation.

Another thing that formal courses are good for is that you are out of the office and away from your day-to-day work, so can concentrate on the subject at hand rather that squeezing in a chapter here and a chapter there of some new book you're reading. Whenever I've tried to take time to focus totally on learning anything while in the office, it's usually less successful than I'd like due to interuptions.