check out LFS
with linux, (unix) you dont want too too much integration. the way linux works is that it relies on hundreds of other small software programs to operate. this makes for easier and more efficient management of the entire system.
i think the only way possible to run Windows applications on linux is to use a program such as WINE. if it were possible, im sure it would be well known.
linux already has support for fat and ntfs file systems. however, writing to a ntfs partition from linux can screw up the drive and its data.