If your web server supports PHP then you don’t need to do anything. simply start to write .php files into your web directory. Most of the web host offer PHP support and also its free to use.
If your are developing in your system or you had local server then you have to manually download php,mysql and apache from internet. You can use IIS server rather than Apache.
But my suggestion is download WAMP(Windows,Apache,Mysql and PHP) or MAMP(Macintosh,Apache,Mysql and PHP) or LAMP(Linux,Apache,Mysql and PHP) from official site , otherwise use XAMP server.
Use Notepad++ for editing php files.