Download the msi installer at the url below.
Install the TypeScript library.
Start VS 2012.
Select File -> New -> Project…
Select HTML Application with TypeScript from the template.
You will see app.ts file in the project and the app.js is generated based on the app.ts file.
To add TypeScript file to the project just simply right click the project -> Add -> New Item…
Choose TypeSCri[t File