It may just be presonal preference but I highly recommend you delete Frontpage off the computer so you dont use it. There is a thread in the EL that has recommended editors, and dare I say it maybe use Dreamweaver instead of. Anyway thats beside the point.
Firstly you need a web server so you can serve pages once this is installed you will need to make sure PHP is installed on the server. Once installed the server will need to be restarted and the .php file should be saved in the Document_root depending on the server IIS is usually C:\inetput\wwwrooot while Apache is something like C:\Program Files\Apache\Apache Group\htdocs, Newbies forum FAQ + Bookmarked threads has a post done by myself which has a tutorial on Apache, PHP and MySQL on Windows, its relatively straight forward I hope. It also explains how to view PHP files etc.