The instructions on what to do for your last error are actually posted right in front of you. I would recommend you save yourself any hassle and start by downloading and installing the latest version of WAMP, available here: http://www.wampserver.com/ - WAMP stands for Windows, Apache, MySQL and PHP, and is an easy-to-use web server package that provides you with everything you need for hosting web sites locally on your computer.
Once you are done installing WAMP, you can follow this tutorial on how to properly configure the web server for use with Dolphin: http://www.boonex.com/unity/blog/entry/WAMP_how_to_set_it_up_to_run_Dolphin_
The issue you are having where the script cannot locate some items during installation (such as the PHP binary) is not an actual issue, and you can ignore these warnings and simply continue with the installation as you would normally. I haven't noticed any issues, and I recall documentation somewhere stating that this is not anything you need worry about.
The cron job setup is an understandable issue, as this functionality is not supported under Windows, but is supported through a similar method, which you can read about in the installation manual: http://www.boonex.com/trac/dolphin/wiki/DetailedInstall70#SettingupCronjobs - this document also contains information for installing the script on Windows, specifically with WAMP.
You can clip the "skip" button as suggested above in the last step of permission reversal, as the permissions used by Dolphin do not apply under Windows.
If you have any issues, let me know.
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