To use PHP your webpage needs to be delivered by a server running PHP. This is an extra layer of complexity over plain HTML but it isn't difficult to set up. It will run quite happily on your PC alongside Dreamweaver etc.
The most popular set up is AMP, which stands for Apache (the webserver, though PHP will also run on IIS), mySQL (the database) and PHP (the programming language). A few minutes in Google will find you all sorts of options with names like XAMPP, WAMP , MAMP etc.
The simplest option is to install a package like XAMPP which does everything you need but I prefer to install the various components separately so I can upgrade or modify them as required.
Try to set up your development server so it is as similar as possible to your live server so that you don't get any nasty surprises when you deploy your site. And remember that you can get away with any case for filenames on your Windows development machine but if your live server is Linux based then it will be case sensitive and filenames that worked in development will return errors in live.