Writing & compiling a C program under Windows XP?
Save it as a .c file. And you can use the MinGW compiler to compile the file into an .exe file. But since you have Visual Studio, you should use that compiler.
You should be able to write C in Visual Studio. You certainly could in older versions of the IDE. Just create source files with the .c extension.
You should be able to build and run the code from within Visual Studio.
If you're just learning to program, I wouldn't recommend starting with C. C still has its place today, but there are much easier languages with which to learn basic syntax and technique. As I understand, there aren't that many employed beginner C programmers out there. You can, however, be an employed beginner java, c#, VB, ruby, or python programmer and people will pay you to learn. Then, once you have a solid foundation on structure and technique, you can get closer to the metal with C.
Just my two cents even if it isn't really an answer to your question.