I find it easier to handle multiple PHP versions on Windows than on Linux. As you say just download zip,unpack somewhere copy php.ini-development to php.ini, and you can do this for every minor PHP-version.
Apache is almost as easy, download zip, unpack & configure apache conf to use your php.
MySQL is somewhat more complicated because you need to run an setup script after unpacking the zip.
Apache is almost as easy, download zip, unpack & configure apache conf to use your php.
MySQL is somewhat more complicated because you need to run an setup script after unpacking the zip.