I've never looked into comiling php code into a binary executable (I'd probably rather use C) but, a few things come to mind with your question...
(without Apache, PHP proccescor etc.)
You dont need apache, you can use php as a binary like perl, but.... you'd have to compile the php binary together with your script to be able to use the functions/code in it. Seems a little excesive, who knows. This is just some logcal thinking on it, maybe someone else can give us more info.
One way to acomplish something like this would be to compile php as a binary and write your scripts with a windows shebang at the first line with the path to the php binary and see if you can make it double-clickable, though I don;t know how you would do that with windows.
