Please note: These instructions are intended for setting up a webserver on your machine for LOCAL TESTING ONLY - they do not address all the issues you will need to consider if you want to set up a commercial server. Running a public web server requires that it be configured for maximum security, constantly maintained with the latest updates, and vigilantly monitored for breaches and abuse.
OK, having said that, setting up Apache to run on Windows for private use does not require much skill at all - fortunately, there are people who have been through the long process of taking the program out of its native environment (Unix), configuring it to run on Windows, and then creating a downloadable package for everyone else to use.
Go to www.firepages.com.au/phpdev41.htm. Here you can find a package that contains not only Apache 1.3.27, but PHP 4.2.3 and MySQL4a plus a few extras. The downloadable exe file will install all of this on your machine.
Make sure you read the instructions on the download page carefully, and it should all be plain sailing!