Serial monitor shows that the arduino and php are connected. But when I click the checkbox, nothing happens with the led.
So, the Arduino asked the server to execute a php script and to send back the output of that script. The Arduino got some html code generated by the php script, and rendered that html code as a picture on what? You clicked the checkbox on the screen where the Arduino rendered the code?
It appears that you STILL think that the Arduino is getting some information from the client that got some information from the server. It is NOT possible for the Arduino as client to talk to another client or for another client (where you are checking the check box) to communicate with the Arduino.
Put the Arduino back in it's box, and put it away.
Go study client/server architecture, until you can see that two clients can NOT communicate directly.
Then, when you do know how client/server architecture works, get the Arduino back out IF it can do anything like you want.