PHP offers the ability to create Shockwave Flash files via Paul Haeberli's libswf module.
The libswf does not have support for Windows. The development of that library has been stopped, and the source is not available to port it to another systems.
For up to date SWF support take a look at the MING functions.
This extension has been moved to the » PECL repository and is no longer bundled with PHP as of PHP 5.0.0.