with easyphp you dont have to setup nothing. download, install, open application. [CLICK ON THE LITTLE TRAFFIC LIGHT]. If the light goes green your good to go.
In your browser, type in "http://127.0.0.1" or right click on your active application icons (near the clock) you'll get an option to view easyphp localweb. lastly, move all your php documents into installation directory%easyphp/www/
On a mac, all you have to do is install PHP and use the built-in apache server.
If your on linux I'd install a lamp package.
However, if you are on windows (which I think so...) I wouldn't really recommend using a package, and doing it by installing the Apache package, then PHP.
That should work just fine.
You can also use an emulated enviroment in the Aptana software suite -- http://aptana.com/studio/download
so you can run php files.
If you just want to look at the file's source, right-click it and say, open with notepad (or equivalent).
PHP scripts can be run using the php-cgi.exe command line interface.
However, a web server is a must if you want to have full functionality of the script. "Viewer for PHP" is an open source app that can be used to run scripts in an embedded browser control. It makes use of the mongoose web server, however you simply run the .exe file and everything else is taken care of.