The learning curve is not too bad. The idea is that you install database software on a server machine. Or you get a webhost that has a database for you to use (most host providers have a database like mysql). Then using PHP you can login to the database, fetch data and display it on the page. Here are some links to help you get familiar with PHP and mysql for your sql code...
PHP Tutorial Introduction - HTML GoodiesPHP Manual - Must read and great reference!MySQL functions in PHP - PHP.NETSo the idea is that your user requests a page from the web server, the web server executes some PHP code which logs into the database, queries it for information, the database returns the information to PHP, PHP manipulates it and puts it on a page, then gives it back to the user in the form of a HTML page.
If you go to the bookstore you can find books that often link PHP and MySQL together into one book. Find one for beginners and you are ready to rock and roll.
One great book I like for beginners of PHP is the "PHP: Your Visual Blueprint for Creating Open Source Server-side content"
PHP: Your Visual Blueprint book - Amazon.comIt is a simple book and will get you started with PHP including setting up your own server (or it might be easier for you to just get a PHP web host... then are thousands out there on the web).
Hope this all helps and good luck. If you have any questions as you learn, be sure to ask us here on Dream In Code in the PHP forum and we can certainly help explain things to you.