If you install a KDE app and are running Gnome it will automatically install the
KDE-core files needed to run it. So it will always run, but it may not look the
same as in KDE because KDE and Gnome use different toolkits. Gnome uses the GTK
toolkit and KDE uses QT. You can configure KDE so that it uses GTK instead of QT
to make Gnome apps look like they do in their native window manager. I don't
think that you can do the same in Gnome, but I may be wrong.

If you are using a compositor, such as Compiz Fusion, you can choose to use any
window manager such as Metacity (Gnome), Kwin (KDE) or some other window manager
and whatever decorator such as GTK, QT or Emerald that you may have installed
and no matter what you are in, KDE or Gnome, windows and programs will look much
the same. However, the desktop will continue to look like Gnome or KDE.

I hope that I have not made this too confusing. Linux is modular. Everything is
layered and it is very flexible in how it can be configured. However, KDE is
more flexible than Gnome which can be a good thing or a bad thing depending on
how you view such things. Sometimes more is less and less is more.