PC-prototyping (compared to working just with a micro controller) involves integrating a full-blown computer into your final installation and prototype.
The advantages are that you can drive a high-resolution screen/ projector, work easily with advanced sound, effortlessly connect to the internet, control advanced sensors/actuators such as a XBOX Kinect and much more.
The disadvantages are that they take up a lot of space, and need someone to start it all up and operate. Because a PC might be running many programs at the same time, it's easy for them to show weird behaviour if not supervised.
<aside> ❗ If you use these tools, you will need a computer to make your prototype work. That is okay for prototypes and rapid iteration, but can present problems in a final exhibit.
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PC tools are really easy to get started with, compared to Arduino and other microcontrollers. They allow you to make code changes and see their result very fast, and don't have the speed and size limitations of embedded electronics. They also make finding and solving errors in code very easy. Anything involving screens is definitely easier with PCs.
On the other hand, it is more work to make them communicate with simple sensors and actuators. And your exhibit will need to have a laptop (or Raspberry Pi) in it. If you want it to be entirely self-contained, run on batteries, or sustain physical stress, that might not be a good idea.
Use these tools mostly for rapid prototyping. When perfecting your prototype, it might be worth it to look into converting your code to Arduino. However, if you're doing anything with screens, sound, or the Internet, using a PC is a good idea.
For almost any use, it's worth it to start with Processing and p5 or Max/MSP. Choose Max especially if you're doing any advanced, quickly reactive, or "artsy" manipulation of video and sound. Turn to the more complex tools when those two prove to not be enough.