Let us say you use a computer, called client, to access a web page, which is stored on another computer, called server. The client computer asks the server for a page, the servers serves the page to the client and the browser running on the client displays it to the user.
While some pages can be written in HTML only, the ones that require interaction with user need another language to do the processing. If the author of the web page wants the processing to take place on your computer (that is, on the client) then (s)he uses JavaScript. If the processing takes place on his/her computer (that is, on the server), then PHP is used.
For instance, when using a feedback form, the HTML page displays the form and read your name and the e-mail. A PHP file processes the data ( the name and the e-mail) and sends an e-mail to the e-mail address you supplied.
If you want to learn PHP, you can use the same computer to act as the client and as server. The client will be represented by a web browser (like Internet Explorer, Mozilla FireFox or Opera) and the server will be represented by a web server (like Apache, IIS and so on).
To learn how to install / configure / test Apache web server and PHP, please click
here.