You can install and run PHP under Personal Web Server click here for an article that desribes the process. Personal Web Server can be a bit flaky though.
Apache is superb but not for the timid.
There are a few bundles available now for newcomers to Apache, PHP and MySQL and I often point people to them since the install and configure a working web server in no time for you to play with. manual instalation is all well and good but unless you understand what you are doing it can all get a bit confusing.
You can download a fully configured Apache, PHP and MySQL web server click here or click here and with a tiny bit of tweaking you will be up and running in minutes.