6: I believe Dreamweaver has some support for this, but you'll need to check with the DW experts to be sure. I also know that Borland has a rapid development GUI-based IDE that can do this.
8-9: For installing/testing on a PC, there are all-in-one installers such as WampServer (WAMP) and XAMPP. And of course you can get the source/binaries directly from www.php.net and www.mysql.com, and then follow their installation instructions (and visit this forum's Installation forum).