RadASM, WinASM and a few others are only IDE's (Intergrated Development Enviroments) They provide text coloring, dialog editors, autocomplete, MDI, resource editors, and many more things to make coding easier. We use assemblers not compilers (sure I'll get flamed for that)... they don't assemble anything, they are the "front end" to the assemblers. You could use notepad to write your code, I prefer the syntax highlighting of the IDE's. They are a help to beginners. Next you need an assembler. MASM, TASM, NASM, FASM, HLA, JWASM and more.. these are capable of assembling windows programs. For a beginner, I would go with the MASM32 package, it contains all of the needed lib files, include files, samples (there are MANY samples on the net) and has a large community of users.. you can get it from:
http://masm32.com/
Start slow, it will come to you in time... don't try to write the next office replacement... start with a simple calculator, and go from there.. use 32 bit code instead of 16 bit... All my apps are written in assembly... Above all, have fun!