A web page customized for display on a mobile device still requires the user to have a browser to view your page. A mobile app has its own icon in the list of apps and has a lot more power on the phone itself.
PHP scripts can only run if the machine you want to run them on has a PHP binary. This is kind of analgous to the web page / browser issue. You have to have a browser to interpret HTML. You have to have a PHP binary executable to interpret php script.
Mobile phone apps are not scripts (which require some kind of interpreter) but rather compiled executable files (and some supporting bits too probably) that are native to the mobile phone operating system. You generally write in Objective C for iPhones and in Java for Android phones and you use .NET or something for the Windows OS. The code you write lives in a project and you compile it into an executable and some supporting config files and it gets installed on the phone.
For the record, you can get an iPod touch and write apps for that and they should work on the iPhone.