Do you have a webserver setup with PHP installed and running or did you just install PHP on your local machine without a webserver?
Unless you use the GTK to write apps you won't be able to do much until you get the webserver up. Are you using IIS or Apache? Are you going to run the webserver on your windows box or another server? If it's on another server will it be windows or linux or something else?
You can run through some of the tutorials, but I imagine it will be hard to see much without a webserver running PHP first.