Hi Razor X,
It really depends on how you've installed PHP. The common ways to do it would be to install it via "yum", this is if you installed PHP with yum also; and you'd have to specify the version, php/php5 - again, it depends on how you installed PHP. The 2nd way would be to re-compile PHP with the PDO module, making sure you have the PDO lib files.
For instructions, you can simply do a Google search and you'll most definitely find many guides on how to install PDO for your PHP configuration.
Thank you sir. I already found a manual for php. I got my php here
windows.php.net/download/