You make a bootup disc (or USB) like your typical dual booting procedure. Then go into BIOS (I am using the legacy name for the modern UEFI menu) and boot up from there. It is the same as any OS development except that UEFI provides you with a number of APIs including a mini filesystem, a primitive shell, a graphics API, and some other stuff. To make it easier, you can think of your computer running pure UEFI apps as a giant, overpowered Arduino.
https://wiki.osdev.org/UEFI_Bare_Bones
Until recently, almost every UEFI app had to be written in C/C++.