To test the Square SDK requires Composer. After I installed it (on Windows) and ran the command as mentioned in the installation instructions which is php composer.phar install
(and realized that the PHP bit was the directory and not part of the command; made a GIT correction on Github for that) when I run the command from the PHP directory as composer.phar install
Windows opens up the file association dialog. This is not a Windows question (beyond the context that the developer machine is running Windows).
How do I install the Square SDK with Composer if Windows is asking me what program to open composer.phar file with? I am not running Linux.