It's quite simple to make.I'll just give you a few pointers.
1.Make a condition checking if the player pressed a key and change the state. :
state=0,scancodekeypressed=33:state=1 (33=F i think)
2.Then show all huds if state=1
3.Some of the huds should be backgrounds and the other buttons.That way if you click the button huds,something can happen.When making button huds you set numbers(ID if you know mysql).Since you know PHP,ill put it in a more simple mannor.After you set the ID's you use conditions to check if the player has clicked on the buttons(think $_POST[id])
4.Using conditions make it so that when you click some button you change a state and new huds come up,or simply add something to the player,like health or weapons
5.Finally do a check if the player presses F again to close all huds and change the state to 0