In order to run PHP code you either need have a shared webhost that supports PHP and you would upload your PHP script to your host to run it.

Or you can setup you local PHP development environment, which also requires you to run a local web server. Often you will also need to setup a database such as MySQL. There are many "all-in-one" software packages out there that you can download and install. Two common ones are WAMP and XAMPP.

Here are some tutorials about how to setup your local PHP environment.

• KillerPHP.com has video tutorial for installing PHP part 1 and part 2 as well as for installing WAMP for Windows part 1 and part 2