Remote server / Local server in PHP

The hosting servers offer the environment already configured.
There is no need to install Apache, PHP, MySQL, among others.

Check with your hosting provider what features are available. Because each company has its own business policy.

When you open an account on a hosting provider, you will receive an FTP account. By FTP you can upload your PHP scripts, images, css, js, etc. to that online server (hosting).

XAMPP is an application that offers a set of features:

X - Means multiplatform.

A - Apache (Server that operates under the HTTP protocol)

M - MariaDB (Appeared from Mysql, Database)

P - PHP

P - PERL (Originally PHP was written from a set of PERL scripts)

As said by @DanielOmine, if you are hiring a hosting, they already offer the whole set (including admin panel) for various platforms ... But if you are going to build yours, you will need IP fixo , and configure your machine as appropriate.

Why do not I need an HTML, CSS, Javascript server?

Because the browser solves this for you ...

Why are most servers in the world on the Linux platform and not Windows?

Because it is gratissssssss, among other details !!!!

A shared hosting is already by default set up for you to just upload your site without worrying about setting up. The downside is that it works based on one or more servers, which host the files of multiple users simultaneously. So a site with a lot of traffic would not be recommended for this type of hosting.

In a Virtual Server (VPS) or Dedicated Server you have greater control of the applications. Some already come with some pre installation. However, you can install the service that suits you best, such as XAMPP, WAMPP.

As you answered your question, in a hosting (majority), you can not install XAMPP or similar, only in a VPS or dedicated / cloud.