First start the Apache and MySQL servers using the XAMPP Control Panel - double click on C:\xampp\xampp-control.exe.
The file must be parsed by a web server so type http://localhost/filename.php
in your browser and you should see the result - the filename.php must be in the C:\xampp\htdocs folder (the web root or Apache server DocumentRoot) or in a folder in the htdocs folder, for example C:\xampp\htdocs\myfolder then you would type http://localhost/myfolder/filename.php
in your address bar.
Read the C:\xampp\readme_en.txt file and the XAMPP for Windows Home Page where you downloaded XAMPP from perhaps.
If you just want to read or edit the php code itself then simply drag it into an open page in your text editor.
Let me know if I did not explain it well enough.