(So you won't curse the day I was born when you get stuck trying to learn it.)
Usually when a user clicks on a link or on a "submit" button, the whole page is "submitted" and a new page is loaded (HTML/PHP/ some other page).
Assuming you couldn't do it with an iframe, you can use AJAX to get the value of the link (or to just react if a certain link is clicked) and do something based on that action (link-clicking) which can be one of the ff:
- animate something
- call some php/html/.something page and get the value it returns
As a last attempt to convert you (hehe), the being-able-to-call-pages functionality of AJAX allows you to connect to a database and dynamically change a portion of your page without having to reload the whole page (since you can call PHP pages and PHP can interact with your database).
An example of that is a registration form which, on clicking the submit form, uses AJAX to call a PHP script and check the database if the username is taken and stopping the submission process if so. Instead of having to submit the whole page and wait for everything to be processed before generating all the errors.