They are two different things: PHP is a programming language, HTML is a text mark-up language. If there is nothing about a page that requires programming (handling of form inputs, accessing data from a database, etc.) then HTML by itself is sufficient. If you need to perform any processing that HTML cannot handle by itself, then PHP may be a good option (or one of many other server-side processing options).
Another way to think of it is: HTML is static, PHP is dynamic. Since PHP is most often used in a web context (though it does not have to be), it most often is used hand in hand with HTML (or XHTML or XML) as the mark-up for the text that PHP outputs to the user.
Clear as mud now?