I was wondering how one would do this. Do you need a php script or anything special or can you just copy & paste stuff?

You do need a way to parse the RSS feeds, a PHP script would certainly allow you to do this.

If a server-side scripting language is out of the question, you can use services like RSS to Javascript to convert RSS into Javascript so you can use JS to display the content. This would put all the work on the client instead of you creating a script, but you get less control.