Sure you can, even if you don't know Linux, or have a spare computer to run Linux.
If you want to have your own web server, offline, for development & testing purposes, you can download one of the many WAMP (Windows + Apache + MySQL + PHP) servers available on the internet.
We recommend using XAMPP - http://www.apachefriends.org/en/xampp.html but you're welcome to download any other WAMP environment
