But still, there is people out there who refuse to use UNIX and stick to NT.

And there are some who are forced into using NT for other (business?) reasons. There are also some cases where a simple Windows desktop setup is more appropriate to run certain types of scripts.

Does this mean that if something runs on my machine is able to run both in UNIX and NT? Is there a way to know what runs on NT?

Yep on both counts, but with caveats. See perldoc perlport.

(And as Kanji notes, platform-specific modules, by their nature, are platform-specific. Don't expect to be able to use Win32::* modules on anything but Win32.)