The extensions don't install from the executable installer for Windows. You need to download the *.zip installer file from php.net, and extract the extensions to whatever directory you have set in the php.ini for the extensions directory... Lastly, look for the line:
;php_gd2.dll
in the php.ini file, and remove the semi-colon. To play it safe, restart your IIS, and you should be good to go.