Visual Studio is just the name for a collection of microsoft tools. Like Programming Environments for C++, C# or Visual Basic.
If you want to write a program of course you'll have to learn a programming language. If you really want to do that, i suggest C++.
No when you've written some code you need to compile it. This can be done with a compiler. Visual Studio contains a program called Visual C++ which is an environment for programmers. There also is a compiler included for easy use.
So if you want to learn a programming language, go for it. Visual Studio is not required though (except for Visual Basic and C# maybe, because those belong to Microsoft).