When you write a href, you put it this way:
<a href="http://www.somewhere.com">SOMEWHERE</a>
You should put double quotes around the URL. That's the reason for double quotes.
Then, as you make a string for echoing, you use quotes:
$foo = 'bar';
In case you use single quotes and not double, you can't put a variable right into the string, so you have to concatenate strings:
$foo = 'bar'.$HTTP_SERVER_VARS['PHP_SELF'].'bar';
So single & double quotes go in different roles in your example.
As for FILE & LINE - they are constants (er, pseudo-constants, as they can change their values) that contain name of the file & number of the line currently executing.