Graphical Windows applications are typically created using C# or Visual Basic, although a myriad other options exist, including cross-platform solutions such as Java. Microsoft provides a development suite called Visual Studio to make app development simpler but there are a variety of different applications and methods for creating Windows apps.
MacOS and iOS development is quickly migrating to the newly-developed Swift programming language, but many applications continue to use the formerly-recommended Objective-C. In either case, development for Apple's platforms is usually done using Macs and Apple's Xcode development suite.
On Android, a custom Java-like language is used, although as with iOS (and even desktop operating systems) there are more than a few options for using web languages to build apps. Android Studio is development software provided by Google that greatly simplifies and speeds up Android development.