Most computer applications come with a compiled EXE file and the support files needed to make it run. "Open source code" just means the the Producer/developer includes the code they wrote in case the user wants to look at it or change the way it works.
To make an application from scratch like they did, you have to know a computer programming language. A few languages can written with a simple word processor like Notepad, otherwise you need a higher level software package like Visual Basic or C++.
Those systems allow you to design the interface (the graphics the user sees on the screen), write the code that controls what happens when the user pushes buttons or drags the mouse for example.
Once you have it put together and have completed the code, you run it through a compiler that will change the people friendly code you have written into machine language ready to be used and distributed.
If you are willing to put the work into it, you can do it but you aren't undertaking something you can knock out in a few hours. Working all day, every day, it will take months to learn to produce useable applications of any kind and years to develop any expertise.
The link below is to a web site with a C++ tutorial to allow you to see what it's about. If you become serious about it, I would advise you to get a copy of a good programming manual that includes example programs that you can construct to see how it works.
http://www.cplusplus.com/doc/tutorial/
Answered Aug 11, 2012
Edited Aug 11, 2012