The easiest way to learn PHP is to be able to create and edit code and see instant results. When I was younger and learning I couldn't afford to have my own web server so I installed a WAMP environment - I also didn't have a spare machine laying around to toss Linux on. Unfortunately I never heard of EasyPHP until a bit ago, it was originally released in 1999, but you can Wikipedia that. What EasyPHP does it streamline the process of setting up Apache, MySQL, and PHP and installs phpMyAdmin along with other modules if you choose. The best part is that EasyPHP is portable and can be taken where ever needed to develop some code.
I actually just reinstalled EasyPHP to make some of my projects that much easier; and, as I said I recommend all budding PHP developers to head over to their website and check it out.