assuming your web server (presumablu some flavour of IIS) supports PHP, there are a number of ways to go about this. Let's start from the top:
First, PHP support needs to be added to your IIS. For IIS6, look here
], and for IIS7, look here
], and here
Now that your IIS can serve PHP, you need to author PHP files, right? Well, VS (out of the box) does not provide intellisense and such for php. There are ways (usually paid addons) to go about that discussed in previous answers. I would say that would be the preferred solution. However, if money is tight, you could either use VS by editin a plain text file, ultimately giving it the .php extention (extention may vary with version of php, not sure), but again this will not have intellisense, code colouring and so on. Alternatively you can use one of a gazillion PHP editors freely available through the intergoogle and import your file to your VS project.
There is usually more than one way to the Collosseum.