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The TeX Distribution and engine do the typesetting work. A TeX Distribution must always be installed first. For Windows, choose either MiKTeX or TeX Live. For Macs, choose MacTeX. For Linux, choose TeX Live.
There are many great editors. Choose the one that suits your needs best. My favorite for Windows and Linux is TeXStudio. My favorite for Mac OS is TeXShop. Users will discuss what editors that they like best and why they like them on forums, blogs, and Wikipedia. Try a Google search on LaTeX editors.