It depends. Sometimes movies or stories based on real events are adapted and fictional elements are added. So, it might not be a completely true story.
The characters can be integrated by having them meet in a crossover world. For example, Naruto characters could be transported to the Claymore world and vice versa. They could then exchange their fighting techniques. Naruto characters could teach the Claymores about chakra control, while Claymores could show Naruto characters how to use their yoki - enhanced weapons.