Install php locally.
Grab the Windows version from php.net. Have a surf for tips on editing the config files and where to place the dll's. It can be a bit of a bugger but it's not insurmountable.
If you run it from the command line, add php to the Environment Variables on the Advanced Tab in Control Panel / System - then you can just use the line "php script.php" at the c prompt - you can use "> output.txt" to pipe the script output to a particular file etc.
If you want it to return output to a browser, you'll need to install apache and add php to the apache config and maybe point a particular port to you your php testbed folder. (eg so you run it by typing
http://localhost:PORT/script.php into the address bar.
You can also with some fiddle-faddling around get it all to run as an exact copy of that on your web server, so if it works, you just upload it with no amendments.