There are quite a lot of software that produce swf files which is more or less like a .exe in that it is compiled. There's Macromedia flash, there's Swish, there are other software that convert video formats to swf and vice versa. They all make swf files but they all work with different file names.
Macromedia uses the fla extension, swish uses the swi extension and as such swi files cannot be edited with Macromedia and vice versa.
If you want to learn i'll advise you to learn Macromedia flash first
before you think of learning others.
Good tutorials can be found here.
You could also use the in-built tutorial that comes with flash. That's all i used myself.