GNUstep is a framework (and some applications that use that framework), it is closer to Gtk+ and Qt than to KDE or GNOME. Most importantly it does not provide any window manager and instead rely on an existing one (you can use it with KWin/KDE, Mutter/Gnome, XFWM/XFCE or any other window manager).
Window Maker is a window manager with a NeXTSTEP/OpenStep style, though it has nothing to do with GNUstep aside from looking very similar and thus being a good choice for when using GNUstep programs with the classic NeXTSTEP/OpenStep theme.