But how will I get the specific data. For e.j in
http://www.mysite.com/receiver.php?action=highscore&username=Tom&score=280
how will I get the score which is 280 and assign it on a text?
When you make a request to the page, the output of the capturing page will stuff the result then send it back to the calling page. In this case, I assume your game.
You can access the payload by using the AJAX object as in:
AJAX.LastData
You can then set that data to a text box or pass it over to another variable in your game.