That is not true, in the real world. You might be confusing two different things. One is "free vibration" where an external force is applied to start the system vibrating, and no force is applied after that time. Musical examples would be plucking a guitar string, or striking a drum or a bell. In general the different modes of vibration do not have any simple relation to the fundamental frequency. Even for a stretched string, they only approximately have frequencies that are integer multiples of the fundamental.
The other situation is "forced vibration" where you apply a continuous oscillating force to make the system vibrate. Musical examples are wind instruments, or a violin played using a bow. If the sound wave produced is periodic (but not necessarily a pure sine wave), you can do a Fourier analysis and represent it as a set harmonics which are at exact integer multiples of the fundamental frequencies, but those harmonics do not necessarily correspond to the natural vibration frequencies of the instrument.
These two things are easily confused in a first course on sound and vibration, because for the two systems that are usually considered (vibrating strings, and pipes with constant cross section area) the natural vibration frequencies are in fact close to integer multiples of the fundamental.
The nearest you get to seeing the difference in a typical first course is the "end correction" for the resonant frequency of pipes, but that is usually just mentioned as a factoid to be used in solving textbook questions, not as something with any deep significance.