PHP Installation methods

Install XAMPP

Very simple and easy method is install XAMPP into your system. XAMPP is an easy-to-use multi-platform package that installs Apache, MySQL, PHP, phpMyAdmin, and a whole slew of other software useful for dynamic web development on your computer. Installation is painless, and configuration minimal.
You can freely download XAMPP from http://sourceforge.net/projects/xampp/files/
Also you can study about installation here http://www.apachefriends.org/en/xampp.html This page guides you through installing the package.

Purchase web hosting account

Another method is purchase web hosting account. Web hosting account that supports the use of PHP web pages and grants you access to MySQL databases. If you do not have a host, but are interested in signing up for one, we recommend that you first read Web Hosting Guide from any familiar web hosters to educate yourself about web hosting and avoid getting ripped off.

Install manually

=> PHP Installation Guide on php.net
These guides are kindly provided by PHP.net based on the operating system that you are using.
* PHP - Windows - Windows Installation Guide
* PHP - Mac - Mac Installation Guide
* PHP - Linux - Linux Installation Guide
=> MySQL Instalation
MySQL installation is not compulsary for work with php language. But you have MySQL in your systém means it will helps you future applications.

Visit MySQL's MySQL Installation Guide for help on installing MySQL.