I need help with DW, PHP & MySQL please.

Hello, I am new to website development and am trying to set up a form for collecting data on my website and have a question that I can’t find an answer to anywhere else. I was wandering if someone there would be kind enough to help?  I am using Dreamweaver in CS4 and my host already has PHP & MySQL installed on the server that I can use.  My question is: Do I need to download XAMP or WAMP on my computer before trying to connect my form to the server?  Also, do I need to change the page I am putting the form on to .PHP extension or can I just embed the PHP form into an existing HTML page?
Most of the training tutorials I’ve read don’t start at the most basic beginning but rather expect people to already have a basic knowledge of the topics they are trying to learn.  If anyone knows the best place to get answers to the most basic questions like this one or a beginners guide to working with DW, PHP & MySQL I will gladly go there rather than waste your time on questions you’ve probably already answered a bezillion times.
Thank you for the help.

Strictly speaking, you don't need XAMPP or WAMP on your local computer. But if you're serious about getting involved with PHP/MySQL, you should definitely set up a local testing environment with one or the other. It's safer and more efficient. Don't expose all your errors on a live server. You can find instructions on  how to set up a testing environment here: http://www.adobe.com/devnet/dreamweaver/articles/setting_up_php.html.
To develop with PHP, you should always use a .php file name extension. Any other choice is very rare.
There's a tutorial on building your first dynamic website with DW here: http://www.adobe.com/devnet/dreamweaver/articles/first_dynamic_site_pt1.html.
For more in-depth help, you might want to consider grabbing hold of a copy of "The Essential Guide to Dreamweaver CS4 with CSS, Ajax, and PHP". (Yes, I wrote it, so it's a bit of shameless self-promotion, but you'll find it answers many of your questions - and probably a lot you hadn't even thought of.)

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