gregoryhu wrote:Do I need a web server(virtual) to execute php files?
Technically, no, you could use the CLI to parse PHP files, but the general answer is: Yes.
Do you have IIS installed? If so, PHP was apparently not configured correctly. You might try installing it manually (manual page [man]install.windows[/man] will help with this), or using a simplified installer, e.g. XAMP, WAMP, etc.