Installing the Apache web server, MySQL and PHP and configuring them to work with each other is not a simple task in Windows. Yet this combination of software can run content management systems such as weblogs or blogs and wikis and other database driven websites.
XAMPP is an easy to install Apache distribution containing MySQL, PHP, Perl for Windows and includes mail and FTP servers.
Note: The installation of XAMPP is geared for making it easy to use in trusted environments (such as your LAN) and not in production environments (ie. to allow untrusted users to access the server over the Internet) due to security issues.
Do read the XAMPP Frequently Asked Questions.
BitNami provides a free all-in-one tool to install Drupal, Joomla!, WordPress and many other popular open source content management systems on top of XAMPP.