To get started, a small book might be handy. I started learning PHP with a book called Learn PHP in 24 Hours and it get me started. Once I got the basics, I just use the online documentation to find specifics for what I am trying to do.
As for installing PHP, what platform (i.e. Linux, Win32, etc . . .) are you wanting to install it to? If you are on windows, all you will need is Apache windows binaries, and the PHP windows binaries to install.