Windows 8 is not explicitly supported. But AppGameKit appears to work on it reasonably well.
I would highly recommend using VS2010 Express (not the 2008 version).
Yes, you will need to install the DirectX SDK and VS Express is supported by it.
This page has a link to where to get the correct DirectX SDK. And it also has some things about customizing the template. I have not uploaded v10811 templates to that page because they pretty much work out of the box.
Cheers,
Ancient Lady
AGK Community Tester and AppGameKit Master