To create a phpinfo file you need to create a .php page and upload this to your server.
Create a simple text file and copy the following code in to it:
<?php phpinfo(); ?>
Save the file as phpinfo.php and upload this to your webspace / server.
In the address bar type the location of your phpinfo file for example http://www.techheadz.co.uk/phpinfo.php
Or though the phpinfo file displays a lot of useful information, it is always best not to make this public. Changing the file name is one way to protect it.
A simple search in google inurl:phpinfo.php shows you a list of sites that have a phpinfo file on their server.
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