welcome page before main page (home page) How do I redirect the users who want to visit my site to a PHP page that has a link to index.php?

When someone go to example.com they should see a PHP page (e.g. a welcome page) where they would find a link to access the front page.
If you're happy to go down the module route, the following should get you started.

You're going to want to set a cookie to see if the user has been to the site before.  If the cookie is set, then you know the user has been to your site ebfore and it shouldn't redirect to the splash page.

function MYMODULE_init() {
  if (!isset($_COOKIE['mysite_firstvisit'])) {
    drupal_goto('path/to/splash/page');
    setcookie('mysite_firstvisit', '1');
  }
}