I'd load Apache first... else you won't have anywhere to put the phpbb.
Apache is a general web server overall..
/ProgramFiles/Apache/Apache Group/htdocs is where it'll put your files so that anyone who goes to www.yourdomain.dns2go.com
or your-ip-addy will see anything in that folder. That's where you'll want to install phpbb. But first, yes you'll have to install php to work on your computer. This will also require to you add a small snippet of code to the Apache configuration file (but it's easy to do).
I know it might sound a bit complicated, but it's pretty easy. Sql is in my opinion the harder part sometimes.