Setting up Wordpress (problem with setting up database)

Hey guys!

This is my situation.
I have my domain on Wix and and I think about transfering it to Wordpress. Before I wanted to install wordpress on my computer.

I realize that before doing all of that I need to create a database. I've downloaded XAMPP and here i the problem:

I have no clue of which button I should click on when I come to this picture (attached). I've tried myphpadmin but it doesn't take my anywhere.

I hope you can help me out!

-Stig