Where is the PHP executable on Ubuntu?

Type the following in your terminal

whereis php

I found the executables in /usr/bin/

eg:

• /usr/bin/php
• /usr/bin/php7.0
• /usr/bin/php7.1

You need to install the php5-cli or php5-cgi package.

sudo apt-get install php5-cli
# OR
sudo apt-get install php5-cgi

As Zoredache noted in the comment. cli version doesn't process headers nor dos output them - it's sort of clean PHP interpreter completely unaware of HTTP.

If you want version capable of above mentioned, use the CGI version.