WinEdt is a powerful and versatile text editor for Windows, with a strong predisposition towards the creation of[La]TeX documents. Do not, however, mistake WinEdt itself for a TeX system! You'll have to download and install a (free) TeX system for Windows (MiKTeX, or TeX Live). The Downloads page of this site has more information on WinEdt, TeX, and links to other programs needed to make TeX operational on the Windows platform.
As an editor WinEdt allows you to exploit its intuitive (customizable) predefined interface and graphic controls. If you are not too keen on the mouse interface, don't worry: WinEdt also offers the means to customize its keyboard interface, allowing you to use double keystroke shortcuts that can be associated with any menu item...
WinEdt is by default configured to run as a front end for MiKTeX. However, it is quite straightforward to configure the program for a different TeX System (eg. TeX Live), or even define a completely different set of accessories. By default, Options -> Configurations Menu already contains a few alternative configurations.
WinEdt's Menu contains plenty of useful commands, and many are associated with Shortcuts. It is strongly recommended that you take your time and "walk" through the menu. If you don't know what is there you won't know how to use it. For example, it is easy to move a selected block of text left or right. It also easy to toggle Upper/ Lower Case, etc...