next step is to get the tools if they are not already a part of the os, so I can learn to write fast applications for it.
Depends what you mean by "tools". If you want to write in FASM assembler, you can do it inside KolibriOS using TinyPad / TEdit as text editors for the source code, and using FASM as compiler directly inside KolibriOS.
However, since I did not choose a virtual disk, where do I save any data from stuff i wrote in the text editor?
You can save it on USB stick: http://www.dedoimedo.com/computers/virtualbox-usb.html