I assume you mean you have Apache, Mysql & PHP4 installed on a Windows computer?
Anyways, since I think I know what you mean 😉 ...
You have to modify your httpd.conf file in your apache directory to tell apache it can serve files in directories other than the default. You may have to configure PHP to work inthis config file as well.
You can't just move MySQL files into any other folder either. Your sql files should stay put as your MySQL server looks for them in the default directory.