To try your php sites you have just to install php4, apache and mysql on your pc, working on local. Just download EasyPhP from the net and it should install all what you need to make your pages and to test and check them, and to make all the experiments you need.
A good point where to start is www.php.net , as already suggested. I know also other but they are italian sites.
For Php there should be a lot of free PhP supporting hosting services... one of these is www.altervista.org , the only problem is that it is in italian... no advertising required, teorically unlimited space.
Other free services:
http://www.f2g.net/ (15Mb)
http://www.united.net.kg/ (15Mb)
http://hosting.free2code.net/ ( 50Mb - community member)
http://www.cometstream.net/ (50Mb - banner exchange)