Robot swarms can exhibit coherent collective behaviors through local perception, limited communication and decentralized decision-making, yet modeling and controlling such emergence remains challenging when behaviors unfold over multiple phases. Here we introduce PhySwarm, a physics-informed micro--macro framework that represents multi-stage swarm emergence as physically constrained density-field evolution coupled to executable robot motion. At the macroscopic level, a multi-phase advection--diffusion--reaction model (Macro-ADR) describes phase-dependent swarm-density evolution through directed transport, diffusion-based spatial regulation and behavioral phase transitions. At the microscopic level, an equivalent deterministic motion model (Micro-EDM) realizes these mechanisms through potential-field advection, density-gradient compensation and rate- or event-gated phase switching. A neural-physics controller (NPC) maps local observations and temporal memory to bounded physical parameters, and is trained with a reinforcement learning--PINN objective that combines task rewards with macro-scale density residuals and micro-scale motion-consistency constraints. In several proof-of-concept swarm missions -- including trail-guided foraging, formation-reconfigurable navigation and role-adaptive search and rescue -- we demonstrate that PhySwarm can generate distinct multi-stage emergent behaviors within a unified physics-informed modeling framework. The learned density fields and physical parameters provide interpretable evidence of how advection, diffusion and reaction jointly regulate multi-stage swarm organization. These results establish a physics-informed route for learning, interpreting and controlling emergent behaviors in robot swarms.