The Alice tutorial
Later I will explain how to install Alice on a Windows XP system.
Once Alice is installed, you will have access to an interactive tutorial.
You should work through that tutorial, learning as much as you can in the process.
You may not understand everything in the tutorial. Regardless, you should follow along and do all the things that you are instructed to do.
That will help you to get a feel for how to write and run 3D programs using Alice.