Not sure what you mean by "load PHP to Ex Web 2". You need a web server like Apache to serve web pages to a browser. PHP processes the scripts to turn them into HTML that is given to Apache to serve to the browser.
You need to setup a local testing environment that includes PHP so you can display the results as you develop pages. Installing XAMPP on the machine you run Ex Web on, will allow you to test the pages you create. It installs everything you need and configures everything to work together.
After you test everything on your local machine, you upload everything to your hosting company's server. If your hosting company doesn't support PHP you will need to find another hosting company.