Do you mean Microchip MPLAB? I did not know Microsoft wrote an MPLAB too.
MPLAB will assemble your program and convert it to binary/machine code (.hex file).
You will need a programmer and software to write the code inside the PIC chip.
There are a number of low cost kits on the Internet, google.com.
The P16PRO40 I have works fine for just programming. Nigel Goodwin has nice free software package (winpicprog) that will program many PICS via many programmers (I use it with my P16PRO40). There is a Winpic as well. Again, google.com.
I just made an Inchworm ICD2 thanks to a couple of the members here and it works as well (allows programming PICS AND debugging some if they say ICD2 supported) and this works from inside MPLAB.
There is also an Olimex for about $99 that will do they same and has USB if you are using a laptop.
The software comes with the programmer - although you need to ensure it supports the chip you're using. For this reason the ICD2 (or clone) is a good choice, because it uses the official MicroChip code - so modern chips are added VERY quickly.
I'm also building an InchWorm ICD2 clone - almost finished, just a couple of parts I forgot to order