<p>I'm trying to set up Eclipse for php web development.  What I would like to do is preview a php web page from within Eclipse, but I cannot figure out how to do this.  Is there an integrated web server of some sort that allows this, or do I have to set up IIS/Apache to do it?  If so, do I have to have my php files in the web servers path, or does Eclipse auto deploy the files to the local web server?  Any information or links would be very much appreciated.</p>

There is a plugin for Eclipse called PDT which makes PHP development a breeze.
For an overview on how to install it, you can refer to the Eclipse website:
http://wiki.eclipse.org/PDT/Installation#Eclipse_3.4_.2F_Ganymede_.2F_PDT_2.0
To actually view the PHP scripts running, I would imagine that you'd have to have some sort of server already installed and running. You could probably set the workspace location to be in the server path, and then view the files through localhost. But maybe the PDT package takes care of some of that for you.