No, that's not what's going on. You're just seeing other computers on your same network. There's nothing to worry about, though if you're concerned, just turn off the various options in the Sharing system preference after which no one can access your computer (at least not without serious hacking or physical access to it).
Your computer as a featuer called bonjour. It allows your computer to find other devices and computers that are connected to the same network as your computer. This can be useful if you want to add a printer, or if you wnt to share a file with another computer.
Just because your computer sees other computers on the network dosen't mean they have access to your files or computer screen. Two key things to notice, when do you see the other computers? What wireless network are you connected to when you computer see these other computers? your computer may see printers, cell phones, ipads, ereaders, and other computers.
It's normal on a work or public network; it's normal to see other devices on the netowkr. It dosen't mean they have access to your computer.
If your seeing these on your home network:
Is your network password protected? if not, you might want to set a wireless password.
who else has access to the network? What devices do they have?
To access your computer, you would typicaly need one or more sharing services enabled on your computer. Do you have any sharing services enabled? You can check by looking in system prefrences sharing. (apple menu, system prefrences, sharing, what is checked)