Really dude, those are such simple questions. I am sure you would find answers just by searching.
Now what language? ofc compiled. I heard VB back in the day was the preference among skiddies, I would recommend C/++.
People always think of such terms as if it was some black joojoo bullshit. Let me tell you something - they are not. Those are simply programs, made to do malicious stuff. The first thing you need to do is understand the terms, what they define and what they stand for. Next thing to do is research about features they possess and techniques they use. When you have those basics down you can begin "making it". And doing so isn't all that hard...