After you have downloaded and installed PHP, you have to manually execute the batch file located in e.g. c:\php\go-pear.bat. Alternatively, download https://pear.php.net/go-pear.phar with your browser and save the output to a local file named go-pear.phar. You can then run php go-pear.phar in a Windows Command Prompt to start the installation. The setup will ask you some questions and afterwards t