I used a similar thing when beginning you'd be surpised how much you miss when doing this.
Although i did start off similar i used PHP Triad i probably wouldnt suggest newbies using it. Espeacially if errors start to appear, most Newbies going down this path have no idea what the httpd.conf does or how to change it etc.
Or what you can do in the php.ini file.
Although its great to start off with i dont reccommend it. Id install in one by one. And learn how to use them all. Then you can set your Apache to a Configuration like your host etc.
Id go with the latest Apache 2.0.43 i feel was stable when i got it.
PHP just get the Windows installer.
MySQL is a must not sure what the latest version is there.
Another thing is PHPMyADMIN unless your gonna learn all the SQL commands and learn how to edit your rows etc. Id suggest downloading it.
Err Tutorials.
There are many.. Spoono.com is a must i reckon. I learnt most things there.
PHPBuilder has more intermiade advanced tuts.
If your interested you could search or think about getting a PHP Book.