Well, if you've installed the easyPHP software,it means ur server is ready to use.You must save ur work(save as xxxx.php) on ur server. Look where you have installed easyPHP,its propably in C:/program files/EasyPHP. Then under there will be a folder named www. You must save your php pages in that www directory.
Create a new file in your pspad and put the code
Language: PHP
<?php
phpinfo();
?>
Save it in there.Open your browser and type "127.0.0.1" without the quotes.That is your localhost and it will open your file that you have created in your editor. If you see Info about PHP in your browser, then everything is right.