I can do whatever I want with it. I was surprised to find out after I joined that the regulations are really not that bad, less even than when I was at Microsoft. I think it really depends on the department and the function. The HR department for example is a lot more stringent (though believe it or not, they also explored VR with our team).
They have a pretty good set of tutorials on the HoloLens site, though they're kind of monotone and over polished for my taste. I think the key thing is to know Unity, which I've mainly done through doing and exploring their API or youtube videos. MVA is a pretty good resource, though I haven't needed to use it.