Apache is the program that listens to incoming requests for web pages and decides what to do with them.
Any web page ending in .php gets passed to the PHP parser before its output is sent back through Apache. .php pages generally (but not always) contain lots of HTML code, with the PHP code between <?php ?> tags. See the tutorial for more on that. If you want to code in PHP, I think Dreamweaver may have a PHP syntax highlighter that you could use. Personally I do all my coding in plaintext with a good syntax-highlighting editor. (My current favourite is
PSPad Editor - I have tried a
lot of different web/php IDEs on my travels; PSPad is my favourite to date.)
MySQL is a database server (like MSSQL). It resonds to SQL queries on port 3306. PHP contains MySQL functions and you can therefore use PHP code to query a MySQL database. A very good example of this is the phpMyAdmin web application that is installed with Wampserver, which you can use to administer your databases.
Before I answer your other questions, was it Wampserver that you installed?
Incidentally, a proviso about Wampserver: unless you know what you're doing with the configuration, I only recommend it for personal use. It is self-consciously a very easy but insecure install. It needs a lot of tweaking to make it ready for production use, and I think the Wampserver guys know that. Their emphasis is ease, not security.
If you find you like Apache/MySQL/PHP and want to use them in a production environment (as I have done for years), it is best to install the individual components from scratch. That's a lot harder, but worth the effort. Perhaps save that for next year.