PHP and MySQL are free. In order to develop with them "at home," you'll need to install them both on your computer, and set up a web server as well so you can view the pages as you develop them. (I recommend Apache, also free) All of these distributions maintain a Windows version, if that is the platform you use for development.
You could save the database tables and the php files on a CD, but, once again, you need to have a web server running, and the database server running in order to view the PHP pages.
Links:
http://www.php.net/ (download PHP free)
http://www.mysql.com/ (download MySQL free)
http://www.apache.org/ (download Apache free)
http://hotwired.lycos.com/webmonkey/programming/php/tutorials/tutorial4.html
(a good tutorial for installation on a windows platform, and beginning scripts)
I hope that this has been helpful. PHP is definitely worth learning, even if you don't end up using it for your client.