Can you be just a little more specific?
Possibly give us the name of the PHP script?
If some cases installation of a PHP script might be as simple as uploading the file or files.
The files may be in an archive which needs to be unpacked in an appropriate directory.
The script may come with an installation program which needs to be executed. A database may need to be created or modified. Certain file permissions may need to be changed. Often PHP scripts come with a text file which contains instructions for installing the script.
There are just so many variables involved that we really need more information before we can assist you.