I am somewhat confused with "Windows Lemmings" explanation how to use "Going their separate ways". I should replace level file for "All the 6's" with this new one. There is file for "All the 6's", but there isn't that level available in the game. I can use both, "Going their separate ways" and "All the 6's", if I replace some other level file with one of these two. But, why there isn't "All the 6's" in the game if level file is included? Is it hidden level? Can I do something to activate that level?

In Windows Lemmings, there is a unused image "All the 6's" when you load it from the Level Selector. Suggesting it would be like the other ports.

I first saw Lemmings on my brother's PlayStation 3. I never played the game. When I first played Lemmings, I did it on the SNES. I used to call the Lemmings, "Lemmingtons" as my habits came from the PlayStation 3 screen (whenever you hover over a game.) The first level I got stuck on was "A task for blockers and bombers" as I did not use the Bombers at all. The first line was easy, but the second one was horrible. I never got past it until 2012 where I got the actual copy on the SNES. Believe it or not I am up to "WHAT A AWESOME LEVEL". Recently I bought a copy of Lemmings for the Commodore Amiga. But I did not have a Commodore Amiga yet. 

That model is from the intro in the PlayStation 1 version, and the Lemmings Revolution model.

My Lemmings Official Companion says there is a level only in the Macintosh version named Going Their Separate Ways (replaces All the 6's).
Access Code: OHLFMCADFN
Statistics
20 lemmings
100 percent to be saved
Release rate 1
5 minutes.

Are you kidding me?! You can clear this without any skills?! THATS INSANE!!!!!

I was able to find footage of the Amiga Demo from The Future Entertainment Show!  http://www.youtube.com/watch?v=YnqbJj0Nv6U
The differences are...

The Map screen is not animated. Also there are moved things.
The Level screens Lemmings are not dancing or whatever they are doing... they are standing motionless.
The Tribe images in the level screens are completely different!
The HUD hatch has glitched colors.
The Lemmings don't say "Yippee!" when they go into the exit.
Points are awarded at the end of the levels. This might be taking the side of the SNES version of Lemmings. 
The User skill are available on every level but there are none of them to use 
The Lemmings don't get stunned by the Bomber.
The Stomper is slower and stomps less of the ground?
Seen in the video, the hud color changes.
The Bomber has a different sound.
Lemmings that are stunned have no stars.
Bricks have no shading.

Only difference between Amiga and PC 'Circus' levels is 'User' skill, available only on the PC demo.

I tend to see the User skill a really wierd skill, as it would do exactly what you think it would do. The Lemming would use something they came across.