Start using a Linux distribution first, local development is way easier :)
If you’re using Linux installing Apache, MySQL and PHP is a snap, so that shouldn’t be a problem either.
Then the PHP website is an excellent reference, but to get started the Tizag PHP tutorial is excellent. Do move on immediately, though, because it’s quite outdated and most beginner tutorials teach bad practices. You might also like their MySQL tutorial though.
What I found to be the best boost for my development skills was to use a PHP framework. It teaches best practises, mostly has excellent documentation and in general makes your life a lot easier. Also, they often contain special database classes that allow you to interact with a database (such as MySQL) using PHP, so you don’t even really need to learn SQL yet. Plus, you can easily switch database management systems, if you would want to.