Um, what do you mean? PHP script can't run without interpreter. For web service use Apache (an old school style) or nginx. If you want to start PHP locally, you need to run PHP's interpreter itself (installation is required).
If you want sites where you can write a script and watch it go - sololearn's playground or http://repl.it
To install PHP interpreter on Windows, download it from http://php.net
To install it on Linux, use your package manager (dpkg for Debian, pacman for ArchLinux, etc.)
I prefer XAMPP. https://www.apachefriends.org
Most of programs like 'xampp' have installation process. But this process in most cases make a folder on your hard drive with all nesessary programs (mysql, php etc).