I worked for a company that had a Windows source code license, and as a result I have had the pleasure (or displeasure
of working with the NT/Win2k/XP source. You guys aren't missing much. There really is not anything revolutionary in the source. The reason MS guards the source so closely is not because they have any special or extraordinary technology, but because it gives them a market advantage.
As far as learning from it, stick to Linux. It is so much more straight forward. If you were to take a look at the boot/init stage of both OS's, you would give up quickly on trying to learn anything from Windows. In Linux, the boot record loads the OS does some basic init and starts the kernel. Windows on the other hand goes through many different stages of init before the kernel EVER really executes. It can be a real pain to follow. This is just one example of how the source code for Windows is a behemoth. There are many others, but I wont bother going into detail.
Now don't take me the wrong way, the Windows source is not necessarily bad, it is just designed with a different mind set, and a different set of goals. The open source community prefers to have code that is more elegant and easier for new people to work on, more academic if you will. MS does not have those same concerns, they built an OS within the constraints of marketing and deadlines, and their source reflects that fact. You really can not make any judgements about which kernel or OS is better. They both are good at what they were designed for.
As far as the internals of each kernel, they are quite similar in a lot of ways. Windows is a little closer to a micro kernel design than Linux, but not by much. The memory management is different, but both designs are good for there respective purposes.
I would love to tell you more about Windows if I could, but it is so big that I just never got any real expertise on any single aspect of the code, and besides I am also, unfortunately, bound by the NDA (Non Disclosure Agreement for those who are challenged in the legalese department) that is part of the Windows source code license. So in a nut shell, I could tell you, but then I would have to hit your reset button and reboot you.
As far as MS getting so much larger than Redhat, etc. You have to remember that MS has been around a lot longer and was larger than the Linux guys are now before the Linux shops even started up. Windows NT was built with the "help" of IBM (remember OS/2?), and MS has had commanding control over the consumer level market since about 1990.
The Linux shops also have different revenue streams than MS does. MS actually sells a product. When you buy a copy of Windows, you are buying an actual license to use it. MS will also sell you a support agreement as well. The Linux shops can't "sell" Linux because it is GPLed, so they instead, sell you a support agreement only. When you buy Redhat Linux you are only buying the customer support and the Linux license is free. You make a lot more money on licenses and support than you do on support alone.
Just my .02 cents (or more like a $1.02 hehe)