To start using PHP, you can:

Find a web host with PHP and MySQL support
Install a web server on your own PC, and then install PHP and MySQL

Use a Web Host With PHP Support

If your server has activated support for PHP you do not need to do anything.

Just create some .php files, place them in your web directory, and the server will automatically parse them for you.

You do not need to compile anything or install any extra tools.

Because PHP is free, most web hosts offer PHP support.

Set Up PHP on Your Own PC

However, if your server does not support PHP, you must:

install a web server
install PHP
install a database, such as MySQL