How are various electronics like air conditioner and cell phone programmed?

Not every electronic device uses an operating system. for instance a tv remote would not. for things like this, the code is usually written in either C or assembly. You use an IDE to write the code for the type of micro you are targeting, then program it into the micro or an EEPROM. Those tiny processors are quite powerful these days. I have an 8 bit micro capable of doing TCP/IP for 5 connections, without using an operating system.

Devices that use an operating system usually are written in C or C++ and usually use linux, or windows CE, OS.