That depends on what you mean by "integrate." Include it on the installation medium? Build it into the kernel itself?
An application that runs in linux
Linux
I think it was the Linux kernel. There are many used with Linux now.
Security is a concept, not an application. You get security in Linux by making the system secure.
Linux is more powerful then windows
At a terminal prompt: sudo apt-get install <application-name>
Google Earth is its own application. It is launched directly.
Android developers build upon the Linux kernel. Most developers use the Java program and the open source technology of the Dalvik Virtual Machine to build their runtime applications. Linux provides the file system and drivers. A database can be built from SQLite to serve as a content provider. The user-interface should be clear and affixed as an activity unit. Underneath the android application, androidmanifest.xml provides the configuration settings information that allows the application to integrate.
Windows, mac os, Linux
You search for the application maker and the follow the steps their. Facebook allows you to develop application in php or asp.net and then integrate with facebook.
You need to be more clear in what type of "interface" you are inquiring about. Linux has it's own API (Application Programming Interface) and ABI (Application Binary Interface). If you are referring to the user interface, Linux can have a GUI, a command line, or even no interface at all.
(This is a bit subjective). Servlets can integrate easily into an existing Java application or applet, simply because a servlet is just another class, which is a fundamental concept taught to almost every java programmer.