Break it down into parts, and try finding tutorials on how to do one step at the time, until you have a good enough understanding on how things work to rely on the PHP[/code] and [url=http://dev.mysql.com/doc/refman/5.5/en/index.html]MySQL (or whatever DBMS you choose) documentation.
Part 1.
Html form to enter data for a new student.
PHP to parse form and perform INSERT query against the DBMS.
Part 2.
List students, in one or more ways. Perhaps pagination by initial letter of name. Possibility to sort by grade?
Part 3.
Search student. Html form to enter (part of) student name
PHP code to parse post data, construct SQL query, and execute it against the DBMS.
Part 4.
Update (modify) or delete student. Turn each "student output" into a link (<a>..</a> element) that goes to a page showing the same form as in Part 1, but with preset values for this particular student. Keep track of this student's ID and use an update or delete query.