Well the installation is easy, but getting the right driver is a bit hard. There are many version available, a few different open source project and most of them are either dead or outdated. Luckily Microsoft figured many people would like to run PHP on their Microsoft server and finally did take care themselves:
Beta version is availabel here.
Stable version is available here.
And for the installation of PHP itself on Windows servers, this is nowadays very easy:
Forget XAMPP etc. unless you run a development machine, for production use,
install IIS and then you can go here: http://php.iis.net/
There you will find a package that installs PHP and also has a management console with it, for activating / deactivating modules, etc.