"I would like to know if in PHP we can have as in IIS we have the "global.asa" file"
No.
PHP simply does not have these functions.
PHP runs all scripts a as seperate 'application' so there is no application start and stop.
Session start would be nice but you already knwo when that happens, so why a default function?
The only function that would be nice to have is the session end, or rather, the session-onexpire because sessions never end, they expire or they are terminated manually.
Then again, you don't want to have some big-brother proces checking your sessions every minute to see if they have expired yet, and come to think of it, I can't think of a single thing I'd like to do when a session expires, because all the session data is erased anyway...