First, you need to choose a programming language such as 'C', assembly, Pascal, etc.

Then you will need a text editor to prepare your source code.

Then you will need to translate your source code into machine code:
An Assembler translates assembly source;
A Compiler translates high-level language such as 'C' or Pascal.

You will then need some means to load your machine code into the target hardware, and run it.

There are many books on the subject listed on the 'Books' page.

The 'Links' page has a list of many suitable tool sets with prices from zero upwards...

The process of writing the program is pretty much the same irrespective of what the program does.

The information required to determine what your program needs to do will be found in the LM35 Datasheet