You can collect from workgroup based systems be it when they are windows 2003. However when the target asset is windows 2008 R2 or Windows 2012 R2 you get the "access denied" error.
4/11/2016 9:38:17 AM,Windows Data Collector: query returned with message(s).," Access is denied. - Access is denied.",Error,WORKGROUP\server 001,Windows Machine,,
By default a windows 2008 or higher version system does not allow this type of connection (the remote type the CCS manager is making) unless remote user account control (UAC) is disabled (by default, remote UAC is enabled on workgroup systems and the cause for the Access Denied error).
You can prevent this error on any windows 2008 or 2012 system as long as you add one registry key. Follow this Microsoft kb https://technet.microsoft.com/en-us/library/ee844186(v=ws.10).aspx and add that registry key to the target system registry (no reboot required) and try again - this time the data collection on windows 2008 and higher, workgroup type systems should work.