It depends on the size of the Moodle installation you want to use:
The single packages mentioned are Ok when you're talking about small use, testing Moodle out to see if it does what you need. They will work fine on a PC and setup/run a Moodle installation that is good for 10-20 users, but unless you want to dedicate your PC to running Moodle you're going to find your desktop PC running increasingly slower as more people connect onto it. The installer is very easy to use and literally has a Start Moodle/Stop Moodle icon that you can click to turn Moodle on and off.
On the other hand if you're talking about supplying Moodle to an institution, like a school or college or even a business, then you'll really need to consider a server based installation. Server based is obviously more involved and has more considerations, but the result will be an installation capable of handling higher loads and more simultaneous users.
Microsoft has a web platform installer that can be installed onto a windows server that will entirely install the relevant web server IIS parts, database and language support (PHP) for Moodle as one package. You can run the installer and just setup Moodle once installed.
Linux meanwhile is more involved as you need to install Apache, MySQL, PHP support and Moodle itself. I'd suggest if you want a server based route you'll need to consult your IT support staff.
Hope this has been of some help
John Gifford