Go Tools -> Settings and then click on Compiler Settings.
In the first field ( Compiler ) browse and find your compiler application ( amxxpc.exe ). It might be something like eg.
Code:
C:\steam\steamapps\yourname\counter-strike\cstrike\addons\amxmodx\scripting\amxxpc.exe
As for developing your just going to have to look through tutorials to figure out how PAWN code works.
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