Yes, you have to install apache and after that install all the apps you want, but, it should be online all the time and you should have a static IP.
It's notvery difficult but you have to know a little about servers, though.
Apache:
http://www.apache.org
PHP:
http://www.php.net
MySQL:
http://www.mysql.org
Btw, if you need some help installing apache and configuring it I can help you, but you should take a look @
first. There's a bunch of tuts for bulding a home webserver. I dunno any in English, though.