PHP has a package manager IF you want to use the vast offering of open source PHP libraries and frameworks.
https://getcomposer.org/download
To use it, create a composer.json and run:
php composer.phar install
On my systems, I like to alias it so that I just have to type: composer install
Alternatively, if you use a Jetbrains IDE (i.e. PHPStorm), you can usually install dependencies with one click.> And to be fair, as a naive non-PHP user, I have 0 clue how you would go about setting up long running scripts that don't necessarily correlate to a web request.
php /path/to/script.php
It can run as long as you'd like.
If you want to do it on demand (i.e. writing a webserver in PHP), that's difficult. But generally: Why would you want to do that? It becomes an X-Y Problem.