Here's a link from IBM that has step by step instructions:
http://www.ibm.com/developerworks/data/library/techarticle/dm-0606gupta/
Here's the main Redbook:
http://www.redbooks.ibm.com/abstracts/SG247327.html
When you say you're creating your scripts on windows what db are you using? I can only assume MySQL which you can install on system-i. Otherwise, there are a few db connections issues your need to be aware of Like: db2_fetch_assoc or db2_prepare, db2_exec, etc... those are different form MySQL. Otherwise, PHP is PHP and is will parse the same.
Maybe check out this link:
http://publib-b.boulder.ibm.com/Redbooks.nsf/RedpieceAbstracts/redp3639.html
The only difference is where your data is being stored, ie: DB2. It's still apache(or tomcat) that's serving.
If you're new to ibm you might want to consult w/ IBM on the install. Jim Dillard is the IBM/Zend sales rep that fronts all q&a. Hope that helps.
j
ps: you need to prepare and close your cursor on db. ie: db2_prepare and i5_close('$yourconnection'); Just a heads-up.