Quick Ajax Question

Im might sound stupid but im just wondering.

Ajax -

Does the PHP script or what ever your calling have to be in the same location as the html file?

Because im interested in mobile gaming, And if the scripts have to be on a server, will just calling example.com/example.php work?

I think it has to be in the same domain (so the project and the script both need to be on example.com at the very least).

I think different folders should still work.

Kyatric ahh dammit!

Is there anyway to call a server side script without it being at the same location? third party plugin maybe?

Im making a IOS game, It wont work if the serverside script is somewhere else will it?