Installing PHP

I installed PHP in my PC, that currently has no IIS. My first script (just an include) seems not to work, and I wonder if the reason lays in that...

php on windows to my knowledge must run through a web server, like: IIS, Apache, SunOne and so on.

try this: http://www.wampserver.com/en/

Yep, you need a server and call it through the browser. Wamp is a good choice, or xampp

for php on windows you need iis.
I had the same issue..

You don't "need" iis. You can use xampp or wamp.

Indeed, I use apache with a self compiled PHP source. Works no problem.
Without a webserver, you can still do most stuff using a cli interface, though you cannot easily do things like forms. Good for testing and straight backend work though.