As they said above, you will need to have something similar to WAMP installed if you're running Windows. Then you will be able to do local PHP development. After you get it together though, it shouldn't be too difficult. Here is how your standard file would be layed out:
'header.php' includes the Doctype, opening html tag, complete head tags, and usually all the code within the body tag that holds your site logo and navigation (usually), and 'footer.php' holds all the code for your site's footer along with the closing body tag and html tag. Having the '.php' extension instead of '.html' will not affect any of your files unless they have PHP code in them. It just informs your server to parse through the code before outputing the document to the client.
Hopefully that clears some things up!