Yes, for Tier2 you need to compile in the language native to the platform and using a compiler for it.
Android is Java, so it can be done on a Windows PC. But they don't have the AppGameKit libraries in Java, yet. But you can apparently use C++ in Eclipse to build a native Android app (I haven't tried it, yet).
Mac/iOS can be done in their version of C. But you can also use straight C++ in Xcode.
So, if you stick to pure C++, pretty much anything you do in VS2010 (as long as you stay away from MS specific stuff) should be portable to Xcode. You may have to do some tweaking. If you do use MS specific stuff, you'll need to substitute the equivalent Mac/iOS bits.
You can broadcast to the devices in Tier1. But you cannot use that for your final product, since it requires running the app from the AppGameKit IDE.
For final Tier1 production, you need to build in the appropriate environment as I've already mentioned. The link to the AppGameKit Guides is in the main document page (
http://www.appgamekit.com/documentation/home.html ->
http://www.appgamekit.com/documentation/guides.html).
In either case, you will need the Apple iOS or Mac developer's license. There are two separate programs, each costs $99 a year.
I'm hearing that to submit to the store for Android, you only need a one-time $25 fee.
If you go Tier2, you have access to the debugger in the appropriate platform, VS2010 or Xcode or Eclipse.
Cheers,
Ancient Lady