It's not. While it is true that Macs can now run Windows and dual boot with OSX, it is not true that OSX can natively run programs compiled for Windows. Rainmeter especially makes a lot of Windows-specific API calls and heavily relies on GDI+. So, while you can run Rainmeter in Windows on a Mac, you can't run Rainmeter in OSX on a Mac.
So rather than "How are you running Rainmeter on a Mac", the more apt question would be "How are you running Rainmeter in OSX?"
If I had to guess I would say that you're running Parallels (which is normally about $80 in case anyone is wondering), which lets you run Windows in a virtual machine and has a "Coherence" feature which gets rid of most of the "Windows" bits, leaving you with your OSX desktop and just the native Windows apps. That would also explain the extra Windows taskbar.