This might help you as a jump start:
This is a simple PHP script called helloworld.php that retrieves an attribute (by reading the REQUEST), stores it in a variable and responds with a "Hello World" and the attribute in simple string:
<?php // save file as "helloworld.php"
$param = $_REQUEST['param'];
echo "Hello, World with param=". $param;
?>
This simple Stencyl code (placed in Scene events) calls the PHP (you have to change the URL to your local one) and draws the response on the Scene.
(Three local game attributes of type Text: <URL>, <param> and <response>)

NOTE: You have to deploy the game to your server where the PHP script is hosted, or you'll get a security warning and the game won't work.
I've been doing alright testing this in the browser, like you said.
Doing it in Stencyl is more complicated, and requires some work arounds.
I'm not able to test it in Flash due to some unresolved security sandbox issues (
http://community.stencyl.com/index.php/topic,22735.msg132844.html#msg132844)
When it comes to HTML5 I can test it using files uploaded to dropbox, however dropbox doesn't seem to properly handle PHP files, so it simply loads up the whole contents of the .php file as the website response.
When I upload the PHP file to my server that I setup here on my local machine (using EasyPHP) the browser runs it just fine, including the special PHP stuff, and I've been able to play with that a little (thanks for the insight). However Stencyl HTML5 cannot connect to my server, using the same URL that the browser successfully uses. I have also uploaded PHP files to a few free online servers and find the same scenario, the browsers can connect, and handle the PHP just fine, but Stencyl HTML5 doesn't. It only seems to connect to the two dropbox links that I've tried (mine and the one in the Stencylpedia article).
I've also tried testing it as a windows app in stencyl. That works fine for my local server, and the free hosting sites, and dropbox (except for the PHP not doing it's special thing on dropbox, but that's a problem with dropbox).
I spent a lot of today trying to understand how I can get Stencyl to properly interact with anything other than dropbox, for now it looks like avoiding HTML5 and flash is the only option. I'm not sure if that's a problem with Stencyl, or something I'm overlooking. I am using the exact same Stencyl blocks to generate the windows version that works right, and the Flash and HTML5 versions that don't. I tried it on IOS using a remote web server, and the http requests work fine, including the php stuff.
Aside from my today's looking into Stencyl's HTTP requests I've been looking around for my best options on the actual backend. I'm coming to have a better understanding of PHP/MySQL, I'm learning more about it, and arranging things with the legitimate programmer portion of my team. This has been a very helpful thread for me, and I appreciate everyone's help, very much.
Going multi-player certainly involves a lot more learning, and a lot more doing, but I am encouraged, and I'm glad that I'm learning more about it.
Do you think that I should start a bug thread about these HTML5 HTTP request oddities?