XAMPP bundles everything you need for local web development into one install.
First Launch
Open the XAMPP Control Panel. Start Apache (web server) and MySQL (database). Their status turns green. Open a browser to http://localhost — you should see the XAMPP welcome page. Your web root is at C:\xampp\htdocs (Windows) or /opt/lampp/htdocs (Linux).
Your First PHP Site
Create a folder in htdocs, e.g., htdocs/myproject. Create index.php:
<?php
echo "Hello, World!";
phpinfo();
?>
Open http://localhost/myproject/. PHP runs and you see the output.
phpMyAdmin
Click the Admin button next to MySQL in the control panel, or go to http://localhost/phpmyadmin. This is a web-based database manager. Create databases, run SQL, browse tables, import/export data.
WordPress Setup
Download WordPress, extract to htdocs/wordpress. In phpMyAdmin, create a database called wordpress. Open http://localhost/wordpress — the WordPress installer runs. Enter database name, user root, no password. Five minutes to a local WordPress site.
Configuration
The config files are in xampp/apache/conf/httpd.conf and xampp/php/php.ini. Common changes: increase upload_max_filesize and memory_limit for larger projects.