The Phrygian mode starts on the third scale degree and like the corresponding chord is minor in nature. It has been described as having an exotic sound, sometimes a Spanish feel.
In the Key of C : C D E F G A B C the third scale degree is E so we have an E Phrygian in this Key.
E Phrygian: E F G A B C D E The intervals are therefore S T T T S T T
If we compare to E Major : E F# G# A B C# D# E we can see that the Phrygian mode has a b2, b3, b6 and b7 compared to the corresponding major scale. The b2 and b6 are not that common in Western music and this mode also has perfect intervals in relation to the root which give the distinctive sound.
An example pattern starting on the A string is shown below. I’ve started on the A string to keep the fingering pattern fairly uniform. As with all the modes, you definitely want to experiment a lot with playing this pattern in as many different positions as possible (audio here):
If you need a diagram showing the notes on the fretboard, one is available in the Ionian mode (Major scale) post.
How you play these modes is really up to you. You could use a Phrygian mode all of the time as it will fit with any chord in the key. For variety you can mix them around a bit, often minor modes will be used over minor chords and major modes will be used over major chords. The best thing is to experiment with voicings and phrasings to find the sort of sounds that you like.
As an example to get you started, the Phrygian mode is often used over a iii IV progression in heavy metal. I’ve created a simple Em F (iii IV) chord progression which has the Phrygian mode played over the top of it as shown below. Ok, it’s only 2 bars but you get the idea. (Audio here)