I want to make a simple blog system that no need register. Everyone can post blog and comment the blog, How can I do this using PHP?
I'd recommend you use a pre-existing blog package, as has been mentioned already, Wordpress is a good blog system you can use.
If you don't want to do this and instead create your own, you will need to use a database (like mySQL) to store comments and posts. This can be done with HTML forms that write the content to the database. Then, using different select
queries, you can show the comments and posts.
To be honest, though, it is a lot of work when there are already many blog systems available for you to use that allow themes, plug-ins and a variety of customisable features.
It is a bad idea to allow people to post without some type of CAPTCHA - the blog will be spammed without mercy as soon as spammers discover it.
According to wikipedia, bot Movable Type and Wordpress are hugely popular, and probably support what you want to do. However, they may be overkill. Consider going for something lighter like DokuWiki; it does not even require a database!
Learn mysql and PHP, then make a simple blog system that no need register.
Got any particular question?