If you have only an evaluation copy of Intel Visual Fortran Composer XE 2013 this doesn't come with the Shell, and you need to get an evaluation copy of the full Visual Studio 2010 which will last 90 days while you trial the Fortran.
If you have bought the Intel Visual Fortran Composer XE 2013, it includes Microsoft Visual Studio 2010 Shell so you can use it without purchasing Visual Studio 2010.
There shouldn't be any issue running multiple VS Shell applications on one computer, though sometimes installation is a pain (so many reboots!).
If you are just starting out, I wouldn't bother with the intel compiler yet; Silverfrost FTN95 or Express Edition provides better syntax checking and will help you write correct code, whereas the intel compiler is quite lax in this respect.