Nope not possible AFAIK.
That tool would have to exist as a browser, sql server, apache server and the site code itself all built and packaged into one application. You could package all of this together (xampp, site code, lightweight browser), then write a quick app just to launch the browser with the start page being the site that you want run. It would be an exe that the user is running but youre still just running apache service, etc. And it would be a very messy solution.
Or you would need a tool that could cross convert all the js & php code to a compileable language (c/c++/c#/vb), try work out how to convert the html + css to winforms and integrate or convert the mysql database. Even if this was to exist it would probably generate incredibly slow code.
There might be something in the latest MS ASP.Net stuff that could help you as there is some crossover there. But then you'll be learning c++\c#\vb anyway.
Question is why do you want to do this? If the answer is because you can code php, etc but cant code c, etc then you wont be able to do what you want to IMO. But if you're trying to develop an offline app tightly related to your online app, then there may be something in ASP.NET to help you.