You can install Windows 8 on your Mac with two options below.
- Run Windows 8 in a virtual environment using software like VMWare Fusion 5 or Parallels for your Mac
- Run Windows 8 on your Mac natively using Boot Camp
Both are good options, and will allow you to build apps for Windows. It’s really just a matter of personal preference.
Once you’ve installed Windows 8, you can install Visual studio and Windows 8 SDK to develop Windows Store applications. More detail here.
If you are interested to develop Windows Phone apps, all you have to do is install Windows Phone SDK. More detail here.