It's easy to display a KML/GeoRSS map on your own website. Do 'view source' on this page
'Web Maps API' KML information on the CloudMade site.
Note on same origin policy: Normally it would be impossible to request KML from a URL which is not at the same domain name
as the site displaying it. The CloudMade API works around this in a sneakily hidden manner. The CM.GeoXML constructor actually requests your specified KML URL
Other libraries such as OpenLayers also have KML support (example)
but you'll always need to request KML from the same server.
There's not much happening in PHP here, but the kml-displayer.php source code is here