Kenya is a programming language used in first year programming courses. It has a special development environment to support it.
Yes, as long as you have Windows, Linux or Mac. You can download it here. You will also need to install JDK 1.5 (the Java Development Kit) if you do not have it. You can get that from Sun's website.
Check that you have java and javac in your path. You should just be able to run the command "java" or "javac" at the command line if this is the case. If not, add your java installation's bin directory to your path.
On windows 2000 (and probably similar on other windows versions), right click on My Computer and select Properties. Click the Advanced tab and the Environment Variables... button. Scroll down to the Path variable. Double-click to edit it. Add "c:\Progam Files\jdk1.5\bin" (or whatever). OK. OK.
On Linux use setenv to set your PATH environment variable.