What those apps are using is probably the VoIP APIs that are available. There is a full guide on how to implement such functionality here (including that incoming call screen): http://msdn.microsoft.com/en-us/library/windowsphone/develop/jj206983(v=vs.105).aspx
There is also a downloadable sample app available here: http://code.msdn.microsoft.com/wpapps/ChatterBox-VoIP-sample-app-b1e63b8b