They are not the same. Azure ML Workbench is part of Azure ML Services and not Studio. To know more about the differences between these two, refer to this blog: click here
Instead of Workbench, you can work on Workspace in Azure Portal.
If you like to code your ML models, Azure ML Workspaces will be a great place to work.
If you want simpler things to build your model, you can work with Studio. Though, studio is preferred by people who are well-versed with ML.