It really depends on what you want to do. A real-time system usually means that a system's response to stimulus is guaranteed within a specific timeframe. A simplified example is an immediate response, rather than a queueing.
Most operating systems aren't designed to work in real time; there's very little reason for them to be. If you don't have a real time OS, it's very difficult (if not impossible) to run real time software. The primary way to deal with this is to use hardware that's dedicated to the task, and then have your operating system interface with it.
For the purposes of learning general programming, you shouldn't need to worry about this unless you have particular real time problems in mind.