depends how you want to work with it, there is a PECL imagick extension that you can download from pecl.php.net , or you can download the imagemagick binaries and use them via exec().
Personally I prefer to use the binaries and exec(), grab the imagemagick binaries from http://www.imagemagick.org/script/download.php
, there is an installer which sets up the PATH to imagemagick.
however I prefer to simply exec the path ... e.g.
exec('c:/imagemagick/bin/convert.exe c:/blah/image.jpg c:/blah/image.png');
I prefer this method since there is a already convert.exe as part of windows (which does something totally different altogether)