Create a file named hello.php under your webserver root directory with the following content:
Note that this is not like a CGI script. The file does not need to be executable or special in any way. Think of it as a normal HTML file which happens to have a set of special tags available to you that do a lot of interesting things.
This program is extremely simple and you really didn't need to use PHP to create a page like this. All it does is display: Hello World using the PHP echo() statement.
If you tried this example and it didn't output anything, or it prompted for download, or you see the whole file as text, chances are that the server you are on does not have PHP enabled. Ask your administrator to enable it for you using the Installation chapter of the manual. If you want to develop PHP scripts locally, see the downloads section. You can develop locally on any Operating system, be sure to install an appropriate web server too.
The point of the example is to show the special PHP tag format. In this example we used <?php to indicate the start of a PHP tag. Then we put the PHP statement and left PHP mode by adding the closing tag, ?>. You may jump in and out of PHP mode in an HTML file like this all you want.