You actually need to go to php.net not php.org
PHP is a server side language that can be used for a great deal of things on the web, including manipulating databases, files...etc.
If you're interested in getting some basic PHP knowledge try starting out here : http://www.w3schools.com/php/default.asp
You can also get some great tutorials here: http://phpfreaks.com. The forum there is a great place to get quick answers to your questions.
PHP code is enclosed in < ?php and ? >...like the person before me noted, you have to have PHP installed on your server (most host do have PHP installed, check with your host to be sure). It's a powerful tool that can do a lot.
I must say, your question is a bit vague. Do you have a certain thing you're trying to do or just wondering about PHP in general.