I have never used MS Dev Studio, but I do know that you should be able to print "Hello World" in a console the same way in all IDE's. IDE's are just the development environment (hence the D and E standing for development environment). Compilers are the important part. Compilers are the thing that actually makes the code work. Like I said, the IDE is just the GUI you use to type in the code. The compiler takes the code and translates it into binary or other machine language. The way you would make a hello world program is:
using namespace std;
I use Qt Creator and VSE 2013 and they both work. VSE2013 is microsoft. The way I know how to make Windows applications is using the API. This is the <windows.h> header. You can find tutorials on msdn.com for that.
And you seem new to programming, so I am just going to give you advice:
I wouldn't jump right to windows development yet. Learn a bit of C / C++ first, that way you are more experienced. I spent about 5 months learning C++ b4 I started learning Win development.
A little bit more advice, then I'm done:
WinAPI isn't the only way to develop for windows. There are cross-platform libraries out there that are much easier and more updated, such as Qt, SFML, STL, etc. That way, you still are developing for windows, but can also distribute your projects to other OS's.