The appendages of cockroaches and turtles are modified for creeping movements, but their internal structures are completely different from each other's. What could be the possible interpretation for this similarity?

The answer is convergent evolution.

A convergent evolution is a phenomenon of independent evolution of similar traits in species that are in different lineages. These traits are called analogues structures. They are similar in form or function but were not present in the last common ancestor of those species. So, t he appendages of cockroaches and turtles are analogues structures with the similar function - creeping movements, and they are the result of the convergent evolution.