How to install Microsoft's SQL Server Driver for PHP

There are questions on Microsoft's SQL Server driver for PHP forum from people that cannot work out how to install the PHP driver.

PHP offers some help on choosing extensions here: http://php.net/manual/en/install.pecl.windows.php, and here: http://php.net/manual/en/install.windows.extensions.php.

It's still a bit complicated, so here are some explicit instructions which I hope can help new users of PHP.  After a while all of this will become common sense.