The Phrygian scale is a mode of the major scale. If you were to play a scale of C major (all the white notes on the piano, no sharps or flats), starting on C, you get C major. Starting on E gives you a phyrgian scale.

Remember that "phrygian" refers to the type of the scale, not necessarily the actual notes. If you started a phrygian scale on F# for instance, you'd have an F# (obviously), and a C#- the corresponding major scale is D.

The chords would be the same as in the major scale. So, going back to the E phrygian scale, the chords would be C, F, G, Am, Dm, Em & B7b5. The difference of course is that you would consider your Em to be the starting point.