There really isn't a PHP question in here.
In your first post, that's all done with Javascript in changing the status bar text. You do it with the "window.status='some text here';" call to JavaScript in the "onMouseOver" and "onMouseOut" events.
<html>
<head>
<script type="text/css"><!--
function changeStatus(txt) {
window.status=txt;
}
--></script>
</head>
<body>
<a href="#" onMouseOver="changeStatus('This will show up in the Status bar!!')" onMouseOut="changeStatus('')">Change the Status Bar Text</a>
</body>
</html>
As for linking to another site but having text say it's linking to a separate site than it is linked to, that can get you into trouble in certain situations. But you can change the text that's displayed as a link by changing the text within the <a></a> tags. You change the target, by changing the href attribute value.
<a href="www.mysite.com">Link to mySite</a>
<a href="www.offsite.com">Link to Offsite</a>
<a href="www.someothersite.com">Link to mySite ;)</a>
In your second post, relating to the different types of URLs...
Those are "dynamic" URLs that look to be generated by a PHP script. Anything after a ? should be in the following syntax:
?name=value&
The ? starts the string, the & character separates the name and value pairs.
Each name and value pair is accessible via the $_GET array in PHP.
As for the url that has the # in it, that is an anchor. So if you have a url that looks like:
<a href="www.mysite.com/somepage.html#sect1">Section 1 of some page</a>
and later in the document in somepage.html have this:
<a name="sect1">Section 1</a>
When a user follows that link, the top of the browser will be brought down to that section so that's where the user will "Start" to read from.