You can use php alongside with asp in the same server. In the past, I even used an application that some files where written in php and some in asp. There is no conflict in that.
To install php on windows server, either follow the official guide of php or try this interesting tutorial.
As for the mySql, I had to download it and install it manually, but it works perfectly without conflicting with MSSQL. I didn't use phpmyadmin, as the build-in database manager of mysql was good enough for me. But phpmyadmin is just a php application, so it will run perfectly since php will be installed. You can find more details on its official website.