You need to do some research on how PHP works. Plenty of info in google for that, a lot of it at
http://www.php.net
If you start PHP directly, you will not get prompts or anything.
Type
php -? to get some help and you can do things like:
to run PHP statements.
Or if you have a script file:
Both php-cgi and php run the same PHP, they are just designed to interface differently to other frameworks. You can use just php.exe to run your commands. But don't expect to run php directly and get a command prompt, because it doesn't do that.