The php system has an initialization file called php.ini which stores some of the configuration information. Most people running php under Windows use Apache (as it leverages knowledge from the world of Linux) and that way would probably be the easiest to set up and get support. One way is to download a package such as xoops which gives you Apache/MysQL and PHP all in one package. I have no knowledge of how you set up PHP with IIS.
Installing and upgrading help
where do I install the php...
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