No. They need some kind of web server software (e.g. Apache, IIS...), PHP and MySQL. Or just PHPTriad
There is not enouh space in this textbox to explain you how to build a website which runs PHP/MySQL. I mean these utilities are for building websites. You also need to know a bit of HTML or to use some WYSIWYG HTML editor (e.g. frontpage, dreamweaver).
I don't know at the moment any free site with support for PHP but I'm sure you will find some if you search at google.
That information you will get from your web space provider...