The built-in server suports PHP, but AFAIK, not MySQL. You can install one of the xAMP packages that includes Apache, MySQL, and PHP, like WAMPServer, then use "Preview Using Custom URL," and EW will support such development just fine.
Hmm.. wait, Filemaker? Isn't that a Mac app? Or is there a PC version? Anyway, whatever, the scenario I described will work with MySQL and PHP. I have no idea how, or if, Filemaker will fit into the picture.
Oh, and there may be an installation and provider that will let you set up a similar scenario with IIS using the Web Platform Installer. If so, Cheryl would be more familiar with that, and she can fill you in. ;-)