在嵌入php文件的html文件中插入一个变量

Try this

 echo "<li>
   <div class='imgholder'><a href= '$i.html'>
   <img src='images/demo/imgl.png' /></a></div>
        <div class='latestnews'>
          <h2>Text 1</h2>
          <p>Text 2</p>
         </div>
        <br class='clear' />
      </li>"

There is concatenation operator ('.'), which returns the concatenation of its right and left arguments. Try with .:

echo '<li>
       <div class="imgholder"><a href= "'. $i  .'.html">
       <img src="images/demo/imgl.png" alt="" /></a></div>
            <div class="latestnews">
              <h2>Text 1</h2>
              <p>Text 2</p>
             </div>
            <br class="clear" />
          </li>'; 

Try with

echo '<li>
       <div class="imgholder"><a href= "'.$i.'.html">
       <img src="images/demo/imgl.png" alt="" /></a></div>
            <div class="latestnews">
              <h2>Text 1</h2>
              <p>Text 2</p>
             </div>
            <br class="clear" />
          </li>'; 

You have to concatenate the PHP variable with the HTML tags. You got href as $i.html as the value of the variable was not substituted correctly.

How about you make it like this:

<?php for($i = 0; $i<10; $i++){ ?>
<li>
    <div class="imgholder">
        <a href="<?php echo $i; ?>.html"> <img src="images/demo/imgl.png" alt="" /></a>
    </div>
    <div class="latestnews">
        <h2>Text 1</h2>
        <p>Text 2</p>
    </div> <br class="clear" />
</li>
<?php } ?> 

In this context you have $i is a static String. But you want to have a variable which is dynamically changing.

Edited: Something like this is what I used to do, but it is not "clean" php.

use double quotes or concatenation, as mentioned before.

But I'd like to recomend you to take a look on templates like smarty or twig, or even plain php