I use and recommend
Xampp for installing the complete LAMP stack. Just works out of the box and saves messing with configuration while you're getting started. (And believe me, that stuff can take a lot of grunt work to get off the ground if you don't know what you're doing).
There are heaps of online materials.
I would start with a nice, easy project ... a Blog application is ideal. Making your own blog software will teach you the essentials - and it's just about the simplest application you can make.