Apache needs to be installed and operational before PHP and MySQL can be installed, or else they don't work correctly. Any computer can be turned into a Web server by installing server software and connecting the machine to the Internet, which is why you need to install Apache.
Download Apache for free here: http://httpd.apache.org/download.cgi.
If you are on a Mac OS X, Apache is already installed. Open System Preferences, select the Sharing panel, and click to activate Personal Web Sharing, which is Apache.
You can download PHP for free from http://www.php.net/downloads.php.
You can download MySQL for free from http://www.mysql.com/downloads/index.html.
The tutorial to install Apache, MySQL and PHP on Windows (WAMP) can be found at: http://www.pulse-bs.co.uk/php/installation/WAMPInstall1.php.