There is a fairly concise walkthrough at http://pkp.sfu.ca/files/docs/quickreference/quickreference.pdf
with a description of all the pieces included. However, the commands are intended for a *NIX or MacOSX environment, and will be slightly different for Windows. I note that there's a Windows walkthrough at http://www.youtube.com/watch?v=ex5lmIzvpEc
but it's not done in English.
XAMPP is not a bad idea, but I worry that you're about to start on a pretty steep learning curve -- you'll need to know about Apache, MySQL, PHP, and some basic server administration, and you'll have to learn it all at once. If you have a connection who can help walk you through the installation, it's a lot like Wordpress or Drupal or any other PHP application. Keep in mind that you'll have to maintain the installation (backups, upgrades, etc.) so just getting it running is only part of the puzzle.
Public Knowledge Project Team