Right click on the php-file and select "open with...". Choose to look at a program already installed (don't look on the web), and select either "Notepad" or "Wordpad" (Notepad is "best", but doesn't handle foreign languages very well). You may want to uncheck "Always open in this program" as this is not really a text-file. Next time, "Open in Notepad" should be a direct choice in the menu or under "Open with..." (you don't have to look through a list of programs).
Adobe Dreamweaver or MS FrontPage is probably more suitable programs to view or edit php-files in, but as it's just text, Notepad will work well enough.
These documents contains server-side scripts, and to actually run them, you need to install a webserver (like Apache) and the PHP-package itself... you'll probably also need a database-server (like MySQL) too. But that is only if you intend to write your own php-scripts and *test them* at home.