As the name implies, you'll need Windows (Windows 95 or later).
WMI is not limited to a single language or interpreter, but can be used in many languages: (XP) batch files, Perl, KiXtart, WSH (JScript/VBScript), Object Rexx, PowerShell, Python, C#, Visual Basic, ...
There is a language for WMI queries, not surprisingly called WMI Query Language or WQL, which is a subset of SQL.
The WMI client software is installed by default in Windows ME/2000 and later versions.
For Windows 95/98/NT 4 download and install the WMI core 1.5.
Several query and code generators are available for several scripting languages.
The most well-known is without a doubt the Scriptomatic tool, which is a really great learning as well as "production" tool.
I also recommend working with Windows own WBEMTEST, which is part of the WMI client software.