Well, if you want an automated PHP install, then you need to get the .exe file. This distribution doesn't include the extensions though, so download both, use the .exe to install, and the .zip to install the extensions... That's the easiest...
You also need to consider MySQL (mysql.com) or something like that for your database... You also need to look into a webserver... Apache (apache.org), or IIS (default in Windows 2K or XP). To simulate your webhost, you should go with Apache... There is quite a bit of work to installing it all, but well worth it... Dig into the manuals, and post your questions at the Install forum here at PHPBuilder.com.