If you've just got a single-line file which contains just
<?php phpinfo(); ?>
and it "comes up blank", there are a couple of possibilities. Either your webserver doesn't recognise that this file is to be interpreted by PHP, or it does but there's something bad happening in your PHP setup which is causing it to fall over.
The first thing to do is to "view source" on the "blank" page on the browser. Is the above code visible? If so, your browser doesn't realise that it is supposed to interpret your file as php. What is it's file extension? What is your webserver configured to recognise as php?
If "view source" doesn't contain the above then it's likely that PHP is trying to interpret but is choking.
Unfortunately I don't know enough about running PHP on a Windows box to offer any more specific advice.