Apache Friends Support Forum

I am completely new to web-page making and I heard from a friend that XAMPP is easy to use.
How are apache, php, and mysql related with each other? How can I test my code in php and mysql? (like how can I see my output and stuff)

Apache is the web server and 'holds' the website so that people can access it, MySQL is the database which holds information which is used to fill your webpages with info such as members etc. PHP is the inbetween which gets the info from the database, held on the Apache server and send it to the users browser how it it specified to do so.