To run WordPress on your computer you need to configurate a database first. Be sure that Apache and MySQL are running (see Installing XAMPP step 3)
phpMyAdmin.Databases.utf8_general_ci in the dropdown "Collation".Users.Add user.local in the "Host" dropdown (if you want access the database from other computers in the network choose Any host) and enter your password (you will need this later too).Grant all privileges on wildcard name is checked.Go.