Just try this:
<button type="button">Click Me</button>
<p></p>
<script type="text/javascript">
$(document).ready(function(){
$("button").click(function(){
$.ajax({
type: 'POST',
url: 'script.php',
success: function(data) {
alert(data);
$("p").text(data);
}
});
});
});
</script>
In script.php
<?php
echo "You win";
?>