You can develop plug-ins with the language and tool-chain of your choice, but all of the examples and this tutorial were developed in C++ using with the freely available Microsoft Visual Studio Express 2010 tools. We chose these tools for the examples because they are free and functional, ensuring you COULD develop plug-ins without additional expense. It also ensures that you start with known, functional examples. All documentation assumes use of these tools.
You can download the Visual C++ Express or Visual Studio Express 2010 from:
http://www.microsoft.com/visualstudio/en-us/products/2010-editions/express
Of course, if you are an experienced Windows programmer and you already have your own preferred tool chain, you are free to work with it instead. However, you might want to use the Visual Studio Express tools to walk through the tutorial before starting your own development.
