As a webdeveloper on a Server Linux distro as OpenSuse, you simply have to activate and configure Apache and MySql.
If you’re working on a Windows station, you need to install a web server application to execute your PHP scripts.
Years ago, I used to work with EasyPhp, which stopped to evolve for some time 3 or 4 years ago. So I switched to WampServer at the time, which is still the one I use daily. It provides you with Apache, Mysql, Phpmyadmin (php scripts to handle your databases). It is really easy to install and has the up-to-date versions of PHP and MySql available.
I’ve recently come across ZMWS. ZazouMiniWebServer is a standalone webserver that can be installed on a Windows machine. It is released with PHP4 and PHP5 but you could also add handlers to make it work with ASP, PERL,… :
I’ve tested ZMWS on a USB stick as a portable web server.
You could distribute your PHP web project on a CD and have an auto-browsable dynamic website.
The website of the ZMWS Open Source project provides you with documentation and a forum.