In PHP, by default no cache related headers are sent.
HTTP/1.1 200 OK
Date: Fri, 19 Nov 2010 11:02:16 GMT
Server: Apache/2.2.15 (Win32) PHP/5.2.9-2
X-Powered-By: PHP/5.2.9-2
Vary: Accept-Encoding
Content-Encoding: gzip
Content-Length: 26
Keep-Alive: timeout=5, max=100
Connection: Keep-Alive
Content-Type: text/html
Now, since by default it does not say anything about caching, can it result in say example.com/index.php getting cached in some situations?
Yes. In general, every successful response may be cached unless there are some constrains:
Unless specifically constrained by a cache-control (section 14.9) directive, a caching system MAY always store a successful response (see section 13.8) as a cache entry, MAY return it without validation if it is fresh, and MAY return it after successful validation.