Regardless of which platform and GPU you have, the most important part of doing OpenCL development is to obtain the OpenCL runtime for one's GPU from its manufacturer. Here, AMD, Intel, and NVidia all provide an SDK for all mainstream platforms. For NVidia, OpenCL support is included in the CUDA SDK.
Along with the GPU vendor's SDK, one can also find details on their website on which GPUs are supported by this SDK.