I would highly suggest that you make a 2d game before you start using 3d.
If you want to make a 3d game, I found irrlicht to be the easiest engine to just get some things on the screen. You should check that out.
To get Horde working in visual studio 2012 I had to run cmake. Make a new file in the Horde3D folder called VisualStudio2012.bat. Open it in notepad and put
Code:
@cmake -G "Visual Studio 11" ..
Then save and run it. This should generate Visual Studio 2012 project files for you. Open the Horde3D.sln, set Knight as the start up project, and run it.