You can use Notepad or any other text editor to write the code. I use WinEdt becase I think it has a nice interface. It's shareware (about $30) that you can download. Other people here might know of better options.
To compile your LaTeX source, you should download MikTex (just look it up in a search engine and download). Again, there are probably other options, but that's what I know of/use.