First - It's hard to know how to answer as your question is rather vague. There's two very different things involved. First, setting up xampp. Then setting up wordpress. I couldn't quite figure out which you were referring to for each error, so here's a long winded explination/answer in case any thing helps:
Are you on Linux I presume? On windows it was a bit of a hassle and wamp was 20x easier. But, you might consider a preconfigured stack that includes xampp (and necessary includes) and a few other goodies, some come with wordpress installed. I haven't personally used them, but wish I had - google ought to help out there.
I'm assuming you went to (http://)localhost/phpmyadmin, right?
First you need to get there before you hook up wordpress. As for hooking up xampp, it does take some configuration, so make sure you follow the docs - it's not quite a one click install.
Once you have xampp setup, you need to create a new database in localhost/phpmyadmin for wordpress. Then go back to your file folders, which should be located in xampp/htdocs/yourwordpressinstall.
config.inc.php - is that your wordpress directory?
It needs to be wp-config.php (if it's not already there, save wp-config-sample.php as such). Open that, change server to localhost, database to the name of the database you just created. The username and password are the ones when you installed xampp. By default, I think they're User: Root, and PW: unset(blank). If you go to phpmyadmin there's a link to security and it'll show you there. localhost/phpmyadmin
Now, you should be able to type in the location of the filefolders.
localhost/wordpress/
- assuming your server is started, and the wordpress root folder is name "wordpress" and is in the xampp/htdocs/ folder.
From there you should see wordpress.
However, if you've exported your database, you'll need to change the site_url and home_url options to the new url. I'd suggest using the plugin wp db migrate (something like that) which will allow you to export the database from wordpress and auto set the values. Once the plugin is installed it's under the tools menu.
If you google migrating wordpress, you'll find plenty of tutorials and guides for moving wordpress from local to live, or as you're doing, online to local.
Sorry, I have to run, so I'm not sure if I really got to exactly what you needed, but that should get you started and give you the keywords to let google and other tutorials/docs get you the rest of the way.