Two options:
The first has been pointed out, simply download and install Apache, MYSql and PHP seperately and install them on your machine.
An easier method is to search for WAMP (Windows Apache Mysql PHP) or LAMP if your doing this on Linux. These are prebundled installs of these programs that allow you to install them onto your computer through an install wizard - so all you do is point and click.
Mambo has its own WAMP - MSAS Mambo Standalone Server:
http://mamboforge.net/projects/msas/
But any WAMP will do, I use Apache2triad myself.
Of course if you really did mean IDE, Integrated Development Enviroment, than I recommend Dreamweaver (commercial) or PSPad (GPL).