"How do I make PHP run in Windows without Apache?"
that depends really. do you want to make web apps with it? or do you just want to use it as a general scripting language?
if you want to build web apps, you need a webserver, and as ahundiak said, you could use IIS, but i prefer apache.
if you want to use it as a general scripting environment, then yeah, you can run it from the command line.