Well, first thing is, is it a windows or a linux server?
I'm not familiar with windows servers as I only use linux for servers. If it's linux, you're going to need:
1 - an SSH server already running on the server
2 - an SSH client on your machine so that you can connect to the server (needless to say you also need login and password information)
3 - RPM's or source code files for PHP
4 - if you're using MySQL and it isn't installed on the server, you need the RPMs or source code for that too.
5 - If you're not installing PHP as a module, you also need the source code for the webserver that's on it so that you can compile PHP into the webserver's binary.
Once you have all of those you can begin compiling them (or just installing them if you're using the RPMs).