I'm just beginning on PHP myself (been toying with HTML for years and tweaking various other aspects of existing scripts) and as far as a "visual" editor goes, I don't know if such even exists for PHP/MySQL. It's by far best to learn to read/write the code yourself to learn and understand what's happening and how the functions work together, etc.
I use NotePad++, which has syntax highlighting in it. Beyond that, I work in the htdocs folder of XAMPP and once I've modified/written my script, I'll just go to
http://localhost/ to test the script and make sure it parses correctly. Between using a web browser and a text editor, there's really no need for anything else when it comes to writing PHP. PHP isn't a visual language like HTML or some of the others. It's a functioning language so the only way to test it is to let it run and see what happens.
For anyone interested in learning PHP, I can't recommend
Head First - PHP & MySQL by OReilly enough.
I've purchased books on it in the past such as the PHP for Dummies and other books that promised to make it easy and they simply left me confused and not one bit closer to actually learning PHP.
The Head First book won't appeal much to a seasoned coder, but the fact they really explain stuff and not just throw it at you and expect you to just understand it has helped me tremendously. As a matter of fact, by Chapter 3 it was making enough sense I took a break from the book and coded my own user hack for WordPress, which is just a simple admin username changer/password changer and add new user script with a pretty interface. It makes recovering your WordPress blog simple and quick.
Anywho, yeah, that's all you really need. XAMPP gives you a PHP-enabled environment with a MySQL server to use and that's it. It's known as a development application because it's all self-contained and can easily be discarded/reinstalled if you mess it up or don't need it anymore.