What is Composer?
Composer is a tool for dependency management in PHP. It allows you to declare the dependent libraries your project needs and it will install them in your project for you. – getcomposer.org
If you plan to use modern PHP frameworks (Symfony2, Silex) and components (PHPUnit), you should invest the time in learning composer.
Installing it on Windows is pretty simple and straightforward. Just download the installer from getcomposer.org and run it.
You can verify your installation by typing this in the command prompt and hitting enter:
It should return a nice ASCII art and a wall of text about composer: