The Windows PHP installer is available from the downloads page at » http://www.php.net/downloads.php. This installs the CGI version of PHP and for IIS, PWS, and Xitami, it configures the web server as well. The installer does not include any extra external PHP extensions (php_*.dll) as you'll only find those in the Windows Zip Package and PECL downloads.
While the Windows installer is an easy way to make PHP work, it is restricted in many aspects as, for example, the automatic setup of extensions is not supported. Use of the installer isn't the preferred method for installing PHP.
First, install your selected HTTP (web) server on your system, and make sure that it works.
Run the executable installer and follow the instructions provided by the installation wizard. Two types of installation are supported - standard, which provides sensible defaults for all the settings it can, and advanced, which asks questions as it goes along.
The installation wizard gathers enough information to set up the php.ini file, and configure certain web servers to use PHP. One of the web servers the PHP installer does not configure for is Apache, so you'll need to configure it manually.
Once the installation has completed, the installer will inform you if you need to restart your system, restart the server, or just start using PHP.
Be aware, that this setup of PHP is not secure. If you would like to have a secure PHP setup, you'd better go on the manual way, and set every option carefully. This automatically working setup gives you an instantly working PHP installation, but it is not meant to be used on online servers.