in short: you cannot do that. As others mentioned, PHP is a server side language that means it cannot control the browser (i.e. preventing someone to change the URL). Read and follow the links in How does PHP work? to get the know the difference between server side and client side languages.
The Wikipeda articles World Wide Web, Uniform Resource Locator (URL) and Web Server could also be interesting for you to get a basic understanding how the WWW works and what it is about the URLs.
But you can control which files can be accessed. There are two ways:
Web server configuration
Most (every?) web server lets you configure rules to control which files should be accessible (aka access control). Her is an example how to do it with the Apache web server.
PHP: Front Controller
You can also do this with PHP directly (and a little web server configuration). The magic keyword her is the Front Controller pattern. This is e.g. a class that acts as a single point of entry to your application. This means that every request e.g. to
http://localhost/Website/home.php
or
http://localhost/Website/foo/bar.php
is redirected (forwarded, however you want to name it) to and processed by
http://localhost/Website/index.php
So in the end you can and have to decide which content the user gets to see if he tries to access a certain URL.
This gives you more control over the (look of) URLs but you have to put more effort into it to configure it.
If you are interested in how this works, I suggest to have a look at the Zend Framework which implements this pattern.
Open question...
Although you can do this, the question is whether you have to do it. If you don't want home.php
to be accessible, why do you put it on your web server in the first place?
Or maybe you have a wrong picture of the structure of a website in your head. A single website consists of multiple pages (most times), e.g.
index.php // is the main page
about.php // is about the site or you
news.php // contains the latest news you provide
archive.php // older news or articles
...
It is even wanted that a user / visitor can access these pages directly by entering the URL into the address bar or via a bookmark. This is how a website or the WWW works.