Yes the two games are completely separate. They're both TT game modules for Pathfinder published by Paizo. No game connections between them at all. Only setting connections because they're both in the Golarion world of Pathfinder.
Glad of that, makes it easier not to feel like I'm missing too much (beyond just general unfamiliarity with the setting, but I'm aware of that) by not playing Kingmaker first.
The great think about Kingmaker (and thus I assume will be true for WotR) is the extreme prevalence of tooltips. Most pathfinder-specific lore - locations, famous people, historical events, gods, etc - was highlighed when mentioned in dialogue. You could then mouse over these terms to get a description, ranging from a couple sentences to a few paragraphs. I was only barely familiar with the world of Golarion when I played Kingmaker; these mouse-overs gave me pretty much all the information and context I wanted and needed to understand the world and my place in it through the game's campaign.