I don't know much about EasyPHP, but I guess there must be a folder called "htdocs" or something. Save the PHP files in there, and then on your browser go to http://localhost/ and run the script from there.
Its easy , all what you have to do is : go put your php file in the folder where you installed easy php C:\Program Files\EasyPHPX-X\www (Where X-X is your version) (1-7 , 1-8 ..) Then you need to run the server : Programs -> Easy php -> Easy PHP and then as Nico said you just need to go to : http://localhost or http://127.0.0.1 and it should work . be sure that when you run easy php you see 2 green light or at least the apache light .
Go for XAMPP instead of easy php. It has everything you need and very easy to use. You can download here: http://www.apachefriends.org If you are setting up linux box, see: http://www.mysql-apache-php.com:D. Tip: If you dont know php is working properly or not, create test.php with put the contents below and save it. Now point your browser to http://localhost/test.php and it should show A to Z about php and installed ones.