No Personal Web Server was distributed with Windows 95 (Win95) but one may have been added to your system if you installed FrontPage 97 or 98. If so, it is an early version and should be replaced with the latest MS PWS version.
You can download PWS 4.0 for Windows 95 here. Just select the Windows 95 version, despite all the NT info.
If you are going to do serious web and/or ASP development on your local PC, I strongly recommend upgrading from Windows 95 to at least Windows 98 Second Edition, which includes the MS PWS 4.0, or to Windows 2000 Professional, which has a limited version of IIS 5.0.