I fail to understand your question.
If that hosting services provides PHP and MySQL then everything is already configured and there's nothing to do on your part. I'd advise you to read their FAQ.
Also, if you're just testing out and learning then I recommend you to use a local server. If you have no patience to configure a server from root then try XAMPP (link on sources) which is a one-click install fully functional server with PHP and MySQL (and some other stuff).
If you have the patience to configure a server, then use the Apache Guide page provided below.
I'm linking you to Apache solutions because it is my personal favourite HTTP server, however feel free to use your favourite one.