Put simply,
MySQL stores your data: user info, products, articles and even data used by the application (like sessions or oftenly changed configurations values ).
PHP is your engine: operates on the data stored on MySQL.
MySQL is one type of storage, PHP can operate data from other database types, from files, and even from other systems on the internet, most often called Web Services.
XHTML is a container of data that is understood by all browsers, so that's how PHP (and other systems) interacts with browsers, therefore, the end-user.