As Moonglobe suggest, you can run php from the command line with something like:
php script.php
It's actually a very useful debugging tool assuming you make some effort at dividing up your processing code and your presentation code.
You can also redirect the output to an html file and view it with a browser. No server required. Of course, you can't click a link or submit a form but you could get some work done.
The real question is: Why not just install a web server? Apache runs on all common platforms so it's not hard to do.
