Well, I haven't been coding for the N9 (at least not yet), so I don't know which version of Qt is the best for it right now. But, the best way to learn Qt is to go to their website, qt-project.org. There you can find guides to getting started, an array of tutorials and example projects, and download the Qt SDK for Windows, Mac, or Linux.

It's generally a lot easier to edit and build projects on a full-size personal computer, and then test the result on your phone. That said, I've seen that at least a few people have gotten gcc running on their phones, if you'd like to try...