<?php
include('wp-load.php'); // it is neccesary to include wp-load.php, cause it's the only why to use Wordpress API outside of Wordpress
// pay atention on the include path if you want to work :-)
echo '<h3>Recent Blog Post</h3>';
echo '<ul>';
$number = 3; // number of recent posts that you want to display
$recent_posts = wp_get_recent_posts($number); // this function will display recent posts, order by ID DESC
foreach($recent_posts as $post){
echo '<li><a href="'.get_permalink($post["ID"]).'">'.$post["post_title"].'</a></li>';
}
echo '</ul>';
?>