There are dozens -- maybe hundreds -- of PHP tutorials. Just Google "online PHP tutorial."
There's also "PHP and MySQL for Dummies," which also covers how PHP and MySQL interface. Excellent for beginners.
As for testing, PHP is a server-side language, so you either need a PHP-enabled server or you have to install PHP on your local computer. There's something called "WAMP" that supposedly works pretty well on Windows machines, but I've never used it personally.
If you have a hosting account here on a Linux server, then you already have a PHP-enabled server that you can use for testing. Just save your PHP pages and call them up in your browser. (Some development environments, like Dreamweaver, also allow you to test pages before they're saved by uploading a temp file to the server. This can save some time, especially when debugging.)
Good luck, and have fun!
-Richard
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