I am new for Php please send me the tutorial which one is the best for Php learning
which software use for php code ...
Software ? you mean the editor ? There are so many. Zend studio is good, but expensive. If you want a free editor, you can use phpeclipse, devphp, notepad++ and so on.
how to save php file and also how can check in IExplore browser
I don't know what you mean by saving a php file. If you have installed apache, you can type http://localhost/php-file-name to execute your script.
Btw, If you are new to php, I would suggest you to install wamp . Wamp is a bundled package of php, mysql and apache. Just install it and start working !
check this link http://www.w3schools.com/php/default.asp, there you can learn php in very much easy way.
you may use Dreanweaver, notepad or any other editor
if you are comitted to learn php in depth, you have to spend just 30 or 35$ for book name
PHP MySql Web Developement by luke Welling and Thomson, you may search its content table from internet