Yes, it's true. They run the same kernel.
But no, you can't run Windows applications on a Windows RT or Windows Phone device.
iOS runs the same kernel as Mac OS X, but you can't run OS X applications on iOS.
Android uses the Linux kernel, but you can't run Linux Desktop applications on Android. (At least, not without a lot of work adding the needed libraries and recompiling everything for ARM.)
"Same kernel" doesn't mean "all the applications are interoperable."