Hello Jack_9 , what do you mean that you have created PHP applications that aren't for web ? Do you mean a standalone application using a PHP GUI , or a single background server process , or something completely different?
You can create apps using the PHP GTK - but good luck with it - clunky as hell.
PHP is not able to do much outside the scope of the server, so building client apps with it is probably a no go. PHP needs a webserver to run, so that's an added complication, although new versions have a built-in webserver, but shouldn't be used for production. But you still need to "install" php on the target machine for a standalone. But even then this is just a glorified web app.
With so many languages to choose from, I would think that PHP would be the last one you'd want to use for creating apps / executables as we know them.