How is forum made? How ends of URLs are generated?

Hi (it's my first 'hi' so I should write 'Hello people!')! Actually I'm training in PHP and databases and now I'm looking for solution of few problems (but I can't find). Is someone here, who know the answers? - How to create a forum (explicate)? I'm not telling bout complete solutions as phpBB etc. - New posts are based on script that create new file? If yes, how end of url address is generated? I'm talking about www.xyz.com/posts/->how-end-of-url.php or /post5321.php. Thanks in advance and welcome again