Apache and PHP under windows

[The Coon]

When I tried to execute a php file i said MSV71.dll (something similar, I forgot) wasn't found. But I haven't tried
<?php
phpinfo();
?>

Yet.
Do I just create a php file in the htdocs file (the folder where my http 'root' is?) and then execute it with php? Cause I set open .php files with notepad