You can develop and test locally on your Windows/Mac/Linux PC by installing a [WML]AMP stack (Apache web server, MySQL DBMS, and PHP). If on Windows, it's easy to install with wampserver, or with XAMPP on the other platforms. (XAMPP also supports Windows, but I prefer the wampserver interface.)
However, if you know nothing yet about programming and database design + SQL, that will just give you a bunch of nice tools you then need to learn how to use. That sort of information fills up books, and will not be something covered with the scope of forum posts here.