Best way to install and use PHP is to use LAMPP for linux and WAMPP for windows. XAMPP (where X can be linux or windows) is a complete stack that includes MySql database, Php, Apache and other programming technologies like Python, Perl. Even java can be integrated with lampp/xampp using jakarta-tomcat-connector. However, if you would want to install php, you can consult following guides:

• PHP for Windows - Windows Installation Guide
• PHP for Mac- Mac Installation Guide
• PHP for Linux - Linux Installation Guide

Often you would want to install mysql too and then you can consult, Mysql Installation guide. But, I repeat best way to use PHP and Mysql is to use LAMPP for linux, WAMPP for windows or XAMPP.