How do I run a php script on linode?

Carefully

To be more specific:

Linode is selling you an unmanaged virtual private server. This is equivalent to if you were to install a Linux distribution on a spare computer at home. You then install whatever you want (within reason and ToS) on it. So there are numerous different ways to install and run PHP on your server.

While I personally prefer lighttpd, the popular web server seems to be nginx, so here's the Linode guide to installing nginx with php:

http://library.linode.com/web-servers/n ... p-fastcgi/

If you really want to use Apache:

http://library.linode.com/web-servers/a ... 0.04-lucid

But if you use Apache keep in mind that default config they have you use will be memory-starved unless you lower max_clients.