Here’s a simple example code to get some of my friends tweets. All I did was look through the Twitter API and picked out a simple REST method to get some XML back as a test.
Reading XML in WinDev is very simple using a few methods. I recommend you run the URL in a browser and return back some XML data you can then use to play with. That way you are not making lots of calls to the Twitter API (which is limited by design anyway).
You can then move on to some further experiments and combine different social networks to create some unique mashups.