Corona SDK does provide a button called New Project that you don’t need to know much about your operating system to get started. You can, painfully use Notepad, but something better like Notepad++, Sublime Text or other smart text editor will make your life better. Also consider the editor called “Atom”. It’s free to use and has some nice features.
Now to what everyone else is saying. Coding is not a visual experience. It’s words, math, syntax, abstract concepts that when assembled forms a visual app. Of all code options out there, Corona SDK is one of the easier to learn, but it’s still all text until it’s rendered in the simulator.
You cannot hide from the OS forever either. If you want to eventually build your app to run on a device, you’re going to have to deal with building a keystore and knowing where you’re saving your build on your computers operating system.
For now, install Corona SDK. Use the “Samples” link on the right. Run the sample. Use whatever text editor you choose, open the same files in the text editor and start playing around and read some tutorials.
Rob