Physics intelligence and digital twins often require rapid and repeated performance evaluation of various engineering systems (e.g. robots, autonomous vehicles, semiconductor chips) to enable (almost) real-time actions or decision making. This has motivated the development of accelerated partial differential equation (PDE) solvers, in resource-constrained scenarios if the PDE solvers are to be deployed on the edge. Physics-informed neural networks (PINNs) have shown promise in solving high-dimensional PDEs, but the training time on state-of-the-art digital hardware (e.g., GPUs) is still orders-of-magnitude longer than the latency required for enabling real-time decision making. Photonic computing offers a potential solution to address this huge latency gap because of its ultra-high operation speed. However, the lack of photonic memory and the large device sizes prevent training real-size PINNs on photonic chips. This paper proposes a completely back-propagation-free (BP-free) and highly salable framework for training real-size PINNs on silicon photonic platforms. Our approach involves three key innovations: (1) a sparse-grid Stein derivative estimator to avoid the BP in the loss evaluation of a PINN, (2) a dimension-reduced zeroth-order optimization via tensor-train decomposition to achieve better scalability and convergence in BP-free training, and (3) a scalable on-chip photonic PINN training accelerator design using photonic tensor cores. We validate our numerical methods on both low- and high-dimensional PDE benchmarks. Through pre-silicon simulation based on real device parameters, we further demonstrate the significant performance benefit (e.g., real-time training, huge chip area reduction) of our photonic accelerator.