Well a couple of things...if you are new to PHP perhaps learning how to use it with a free online book like Practical PHP Programming. However before you can actually follow along with the lessons you will most certainly learn from the book you will need to have PHP installed on your local computer, but to do that you will also need a web server to put PHP on and while you are at it and in order to fully understand a you will also need a DBMS (Database Management System) like MySQL and you can get them all combined into one program that will install properly on your OS XAMPP you can download XAMPP here . Then you should be ready to go.
Good luck with those and if you really just want a site that sets up easily and quickly then get a CMA like PHP-Nuke, Post-Nuke, or others just do a Google Search for CMS, almost all are free.