Using windows, you can run PHP scripts from your command prompt in your DOS window. php.exe is the executable application version of the interpreter.
php -q your_file.php
The "-q" option prevents PHP from generating the default HTTP headers (Content-Type and X-Powered-By).
In linux/unix/bsd/etc... the command line refers to your command prompt for your login shell. The executable is just named "php" (no file extension).