Is it possible to directly save a CSV file on a client's machine using PHP without first saving it on the server?

It is not possible to directly save a CSV file on a client's machine using PHP without first saving it on the server. However, you can prompt the user to download the CSV file by sending appropriate headers in the HTTP response. This will trigger a download prompt in the user's browser, allowing them to save the file locally.

```php
<?php
// Data to be saved in CSV format
$data = [
    ['Name', 'Age', 'Email'],
    ['John Doe', 30, 'john.doe@example.com'],
    ['Jane Smith', 25, 'jane.smith@example.com']
];

// Set headers to force download
header('Content-Type: text/csv');
header('Content-Disposition: attachment; filename="data.csv"');

// Open output stream
$fp = fopen('php://output', 'w');

// Write data to CSV
foreach ($data as $row) {
    fputcsv($fp, $row);
}

// Close output stream
fclose($fp);
```
This code snippet will output a CSV file named "data.csv" containing the provided data. When a user accesses this script, their browser will prompt them to download the file, allowing them to save it locally on their machine.