What is the Universal Windows Platform?
In short, UWP is a way of building apps that run across all devices the run Windows 10. The way of building apps is much like developing for Windows 8, iOS and Android, but the scaling across device families and screen resolution is much better. All the out of the box controls are optimized for touch and mouse, plus controls can scale in a smart way and views can easily be adjusted to look different on any screen resolution.
XAML is like a combination of XML and HTML, it allows you to very quickly build interfaces that can be very powerful.
Coding is done in Visual Studio. You can also use Blend for Visual Studio, this software is more focused on creating interfaces and animations. It’s capable of writing a lot of code for you and greatly speeds up app development, while staying very easy to use.