As to germinating, the information that I can find says to plant with the rounded end up. Wrap it in a damp paper towel in a baggie and keep it someplace warm for a week to a month. Check it to make sure it doesn't mold. If it starts to mold, take it out and plant it.
But that has little to do with where you live. I could get Mango to germinate here in zone 5.
Mango is hardy to zone 10-11. Phoenix is zone 9. You may have trouble with winter kill.
You might be able to make it work if you have a site (or can create a microclimate) that stays warmer. Or if you can find a variety of mango (if such a thing exists, I don't know) that is hardier than the zone 10-11 that I found listed.