Some Turks, Arabs, and Africans are Muslim, some are not. Some Turks, Arabs, and Africans are Christian, some are not.
If a person is a Muslim, that means his religion is Islam.
If a person is a Christian, that means his religion is Christianity.
If a person is a Jew, that means his religion is Judaism.
If a person is a Buddhist, that means his religion is Buddhism.
Those are religious groups.
If a person is a Turk, that means he is from Turkey.
If a person is an Arab, that means he is from an Arab country.
If a person is a German, that means he is from Germany.
If a person is an American, that means he is from the United States.
If a person is an African, that means he is from the continent of Africa.
Those are not religious groups.
Muslim people follow the Islamic religion.
Christian people follow the Christian religion.
Some Turks are Muslim, some Turks are Christian.
A person's nationality is the place where they were born or currently live as a citizen. It's not a religion. There is no country called "Islam" or "Muslim."
I hope this helps to make it clear.