If you want to insert a web page in your current web page:
would
include[
^] fit your needs?
If you want to open a new page in a new window after clicking a link, probably the syntax used by CP would help you:
<a href="http://php.net/manual/en/function.include.php">include</a>[<a href="http://php.net/manual/en/function.include.php" target="_blank" title="New Window">^</a>]
PHP is server-side... I don't know if it can close your page but probably it won't...
Instead you could use javascript:
echo '<a href="javascript:window.close();">CLOSE WINDOW</a>';
Hope this helps.
PS: Google is your friend.