Whenever you want to learn a new language, then best thing is to download snippets of code that do exactly what you are after and change the code.
If you are just learning PHP. Do not bother with the web frameworks like EasyPHP/XAMPP as Ikke mentioned above. They are more complicated and you will then have both the language to learn and a heavy featured IDE.
Download snippets from PHP code websites (google is your friend) and customise them.
If you wanted to go the route of using software to customise (which as I said is harder), you could try to customise a Wordpress theme by editing the PHP files in the wordpress theme directory:
wordpress/wp-content/themes/nameofthetheme/
Try editing a file such as: "sidebar.php". You can try editing a small part of wordpress and see the changes for yourself.
The only reason I mention Wordpress for learning PHP is because initially, that's exactly how I learned PHP. I had tried reading books and the only thing that helped me to understand PHP was to change it for something that I actually wanted to work on.