Not quite. The NSDAP was the political party (Nazi is actually a slanderous shorthand for National-Socialist, is Naso's used by opponents) and open to all Aryan Germans that were politically vetted. Members of the armed forces (Wehrmacht Heer, Kriegsmarine, and Luftwaffe) could be members of the NDSAP. The SS started out as Hitler's personal bodyguard and eventually evolved into something of a state within a state. One of the early absorptions of the SS was Germany's police department. That meant what we call the secret police, the Gestapo, was an arm of a branch of the SS, the Reichssicherheitshauptamt (RSHA). The RSHA also had control of the Kriminalpolizei which in some ways was an analogue to the FBI in that it had national jurisdiction over certain crimes. The SS also had a large number of sub-agencies not related to police work ranging from its own lavishly equipped armed forces (the Waffen-SS) to academic research and business control over occupied territories (this is where the urban legend that Fanta was an SS drink originates).

To sum up, there were NSDAP members in all institutions within the Third Reich including the armed forces and the SS gradually expanded and became deeply entwined with the Third Reich's occupation policies.

The Wehrmacht was actually the German military. Wehrmacht translates as Defence Force.

It consisted of the Heer (Army), Luftwaffe (Air Force) and Kriegsmarine (Navy).

You might see things like OKW, OKH, etc when reading about WW2.

OKW (Oberkommando der Wehrmacht) was the high command of the military.

OKH (Oberkommando des Heeres) was the high command of the army.

OKL (Oberkommando der Luftwaffe) was the high command of the air force.

OKM (Oberkommando der Marine) was the high command of the navy.

The secret police were the Gestapo, which is a contraction of "Geheime Staatspolizei", meaning "Secret State Police". Curiously, "secret police" is not a slur made up by their enemies, it's right there in their official title.