Ok, so I thought to myself "One more time for the dummies". And downloaded yet another version of Windows 95, installed it and... Managed to get it working. Here's how I got it running.
1/ Go here: https://archive.org/
2/ I have an account there (not that you need one), but there are two search options for me. Use the one on the right of the screen, not at the top of the screen. Search for: All Windows DVD
3/ Download DVD 2 - doesn't matter how, I like using the torrent to help them with bandwidth.
4/ Extract the Boot95.exe from 'BOOTDISK\WINDOWS 95\WINDOWS 95\' and open this in 7zip and extract the win95a.IMA file. Rename it from .IMA to .IMG
5/ Download & install VirtualBox (https://www.virtualbox.org/wiki/Downloads
6/ Create a new VM and call it Win95. VirtualBox will create a Win95 compatible "system". Make a 2Gb vhd file of static size.
7/ Add the win95a.img to the floppy drive and the all_windows_dvd_2.iso to the CD drive.
8/ Start the virtual machine and once it boots to dos, if you don't have an a:\ prompt type: a: [Enter] (anything in "" means press that key - don't type the word)
9/ "R:" should be listed as your CD drive, called "Banana".
10/ type: format c:\ [enter] - follow the prompts to format the drive
10/ type: md c:\Win95 [enter]
11/ type: xcopy r:\w95 c:\win95 /E [enter] - This will copy the contents of the W95 directory to the HD
12/ Shutdown the machine (click the X at the top right and choose to turn off the virtual machine)
13/ Copy the win95.vhd and the floppy image to the ao486 directory, along with the other files required.
14/ Eject the microSD from PC and put it in the DE-10 and boot it up.
15/ Select the floppy image and the HD image and reboot.
16/ type: c: [enter]
17/ type: cd win95 [enter]
18/ type: setup [enter]
Windows 95 should now install, and since this is the first release it shouldn't throw an error. Any issues, let me know. Most people here should be able to do 99% of this without needing individual steps, but the OS is likely to be older than quite a few people who may visit these boards. Some who may have never used a dos prompt before.