PHP stands for
"PHP: Hypertext Preprocessor". It is what's called a server-side scripting language. This means it runs on a webserver you might access when browsing the internet. Lots of sites use PHP because of it's security, ease of use and the community that supports it.
You cannot run a .php file without special software which is installed on a webserver. Most people do not have this software on their computers at home, but the x10 servers have PHP enabled, so if you have a .php file you would like to run, you can request an account and start creating a website with PHP here.
If you would like to learn more about PHP check out the FAQ section of the official PHP site at:
www.php.net/faq.php