LAMP stand for Linux,Apache, MySQL and PHP.
You can install the Linux operating system and then manually install the php and mysql in your pc. apache is the free and already install when you install the linux operating system.
If you are using the windows XP, Windows vista or Windows 7 then you need to use anyone from the below two software.
you can download the WAMP from the http://www.wampserver.com/en/, its a free software and when you install it then its install apache server, php and mysql.
All the installation process for the XAMPP are shown on the http://www.apachefriends.org/en/xampp-windows.html.
XAMPP and WAMP are easy-to-install on windows operation system, so no need to install the Linux.
In XAMPP package you get Apache, MySQL, PHP, PEAR, PERL, OpenSSL, FileZilla FTP Server, Mercury Mail and many more. These are the basic requirement you will need to create your databases and/or manage your web sites.
All web-developers use WAMP or XAMPP to work on the Windows Operating System.