From the PHP Manual: "PHP (recursive acronym for "PHP: Hypertext Preprocessor") is a widely-used Open Source general-purpose scripting language that is especially suited for Web development and can be embedded into HTML. The goal of the language is to allow web developers to write dynamically generated pages quickly."
Expedient has installed PHP as an Apache module, not as a CGI binary. Because it was not installed as a binary, scripts do not need to use a "#!//php" header. Simply give your PHP files a .php3 file extension and they will run.
Yes. One of the advantages of PHP is the ability to interface with databases, including MySQL. If MySQL is included in your service, you can use PHP as a front-end to your MySQL database(s). See the Unix Database FAQ for specific information on installing and running MySql on your site.
Additional documentation can be found at the official PHP website: http://www.php.net. The site contains manuals and FAQs as well as an Introductory Tutorial for those new to PHP. Also see the PHP Manual from Zend.com.