Hi there I have programming background, but I am very much new to the world of PHP.
Can anybody tell Which software(s) I should use to write and compile code in PHP. Give me some basic knowledge to start practically with PHP.

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Software to run php: XAMPP (if you are on a Windows based pc)
Sofware to write php: Netbeans PHP is free (as far as I can tell) but phpEd from nuSphere is way awesomer if you're willing to buy a license.
Best Place to Learn PHP: The basics at http://www.w3schools.com
The true knowledge at http://www.php.net

Hope this helps

1 Can u please tell me which version I should use XAMPP. ?
2 What I know about PHP is We embedd PHP code with html to create dynammic pages? and Html page do not require compilation.
Does a page embedded with PHP resides on Server?

3 I have worked with JBoss, and Tomcat using Java and we use Jsp and html pages, if i replace my html page to make it dynamic using PHP then do they require compilation or they get automatically compiled ?
4 If they require compilation, then how to compile ?

They are not compiled in the traditional sense, no. The scripts are exectuted on the server whenever required. All you upload to the server is the .php files, not binaries.

Does it mean I just need to create a web page using html and PHP and it will get automatically executed and do not requires compilation like other codes java/C# ?

Exactly, php is an interpreted language unlike the others which you mention. i.e. The pages are parsed by apache when they are requested in order to generate the required content.

Does Tomcat 4.5 web server support PHP ?

MySql and Tomcat (by Apache ) have alreary installed on my pc.
Then is it necessary to install XAMPP or I can use my installed softwares to work with PHP ?

I have never worked with Tomcat, so I'm not sure (Isn't it a JSP server). Their home page should be able to guide you on this.

Quite a few webservers have support for PHP, but you will never find better support than using Apache.

but you will never find better support than using Apache

It runs pretty well on IIS

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