You have your choice on how to program it.
1) Arduino IDE - Allows you to program it using Arduino sketches
2) Using GNU languages built native on the Edison, through some form of terminal (like PuTTY on windows)
3) Cross compiled - Using something like Eclipse.
Look at their Getting started pages. You can download stuff for all of these from their websites, like: http://www.intel.com/support/edison/sb/CS-035180.htm
For Windows they have/had a single installer app, that would download stuff for all...
There are libraries that help you talk to all of the hardware. The main one is MRAA, which a version is installed with your builds. There are also instructions up on the forum on how to get it updated. The sources for it are also up on the web: https://github.com/intel-iot-devkit/mraa