Up to the point where the tut tells you to load http://localhost/xampp/splash.php
looks to be in order.
I would prefer you to go to http://localhost
only and then follow the instructions, even though you will eventually end up at The Welcome Page with all the menus - then test all the demos to see if your XAMPP installation has been successful before proceeding to do anything else.
I suggest you uninstall your current XAMPP installation by stopping all XAMPP components and uninstalling any services including the XCP (remove any ticks in the Svc boxes) and then delete the xampp folder.
Now install again but use the Full XAMPP version (I also recommended the EXE (7zip) version) to the C:\ drive and then run the setup_xampp.bat file to set the correct paths.
Now go to http://localhost
and select your language then test your installation by clicking on all the demos - I don't have the lite version as it is what it says in the description (useless for any serious use).
Then when all is working as it should, try phpMyAdmin again.
If you have had another instance of PHP or phpMyAdmin installed then this could also affect the XAMPP installation - check that there is no php.ini file in the Windows folder and if there is then rename it to php.ini.old for example.
BTW a forum search for wordpress
in the XAMPP for Windows forum may also find some helpful WP install advices and even a tutorial or 2.