I have an error message on the URL when wrong password or captcha is added. Error looks like this on the url:
www.domain.com/signup.php?error_msg=The+characters+you+entered+did+not+match+the+word+verification
How to extract this from URL and display on the PHP file?
Just use the global $_GET array to retrieve the value:
echo $_GET['error_msg'];
More about this array can be found in the official documentation: http://php.net/manual/en/reserved.variables.get.php