Question on BlitzMax (WIN32)

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Is developing already possible using Bmax Win Beta (and then swtiching to the stable during development progress)?
Yes.

I would never develop on a beta release of a product.
Your loss. Most development cycles are long enough that by the time you're actually done developing your thing, the technology it's based on is well out of beta, and rather on its way to becomming obsolete.

BTW: sorry for my ignorance but what was BMK again?
BMK is the BlitzMAX make utillity. It's what "makes" all the different parts of your program into a finished executable.

From a users perspective, you shouldn't worry about it, as all of this underlying engine stuff is abstracted away with a suitable IDE (such as the one included).