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A screenshot says more than a thousand words, as the saying goes.
This is the main interface. Here you can see results of a preg_match call.
The top part of the dialog is common to all preg_XXX functions, the bottom part is specific to each function. In the top part, you can write your regular expression, write a subject string to match your regular expression against, and regular expression options to use.
Here you can see results of a preg_match_all call. Bottom buttons allow to cycle through results. The first button allow to move to the first result, the second button allow to move to previous result, third button allow to move to next result and the last one allow to move to last result.
Here you can see results of a preg_replace call. The replacement section accept your replacement text, if you check the "Treat the replacement..." checkbox, your replacement text must be valid php code. The result section show you the result of the preg_replace call.