PHP Tags
From the menu go to: Insert > PHP Tags >PHP Tags.

PHP scripts are always enclosed in between two PHP tags. This tells your server to parse the information between them as PHP.

Example:

<?php
Your code here
?>

NOTE: Other acceptable PHP tags are:

<?
Your code here
php?>

<script language="php">
Your code here
</script>

See also:
What is PHP?
Tutorials