Yes, you can. In fact, MS offers the express version off their website, so you can download their compiler for free. You should also get the platform SDK as well, as this has all your C++ libs for windows programs in general (sockets, etc)
yes you can. but if you dont understand it try to use a other compiler like DeV-C++ (that was my first compiler ever used) and its pritty easy for beginners. http://www.bloodshed.net/devcpp.html