phpMyAdmin is just a frontend for MySQL. It should not need too much documentation, as it is self explaining. More important is the MySQL Documentation. If you understand the MySQL Server, phpMyAdmin should be easy to use.
MySQL Documentation: http://dev.mysql.com/doc/refman/5.1/en/
When you open the XAMPP page http://localhost/xampp
there is a point "Documentation" in the Menu on the left hand side. There you will find Links to the Documentations of all parts included in XAMPP.