Navigate to the following page from your Windows VPS, and download the proper installation .exe: https://www.apachefriends.org/download.html
Open the .exe to begin the installation. XAMPP will fully automate the installation and basic setup of:
- Apache
- MySQL + phpMyAdmin
- PHP
- Perl
Once the installation completes, you can begin configuring your websites with software like WordPress or Joomla. XAMPP will install FTP, so you can upload files with any FTP client.