Let's start with the obvious question, just in case: Is PHP installed on the computer and is the web-server you're running configured to send .php files to the PHP parser?
If the answer is "no" or "not sure" and you're not really interested in learning how to install everything manually, the the previous reply's suggestion of installing WAMP (or XAMPP if not on Windows) is probably the best solution to just get something up and running.