AMD and Intel processors(*) have a large set of instructions in common, so it is possible for a compiler or assembler to write binary code which runs “the same” on both.
However, different processor families even from one manufacturer have their own sets of instructions, usually referred to as “extensions” or whatever. Ignoring the x87 coprocessor, the first time I remember this being a marketing point was when everything suddenly went “with MMX technology”. Binary code expected to run on any processor either needs to avoid extensions, or to detect the CPU type before using them.
Intel’s Itanium 64-bit architecture was completely different from AMD’s x86-64 architecture, so for a while their 64-bit offerings were non-compatible (and Itanium was nothing like x86, whereas x86-64 extended the instruction set by adding 64bit instructions). Intel blinked first and adopted x86-64, although there are still a few differences: Differences between AMD64 and Intel 64
Windows probably uses the common x86 or x86-64 instruction set for almost all code. I wouldn’t be surprised if various drivers and codecs are shipped in multiple versions, and the correct one selected once the CPU has been interrogated.
(*) Actually, Intel makes or has made various kinds of processors, including ARM (Intel’s ARM processors were called XScale, but I think they’ve sold that business). And AMD makes other processors too. But we know which Intel/AMD processors you mean 🙂