I've found that after I ran the security program, xampp showed SQL as deactivated, although it is still working as clicking on the examples shows. There's a note in the Status page that the status may not be accurately reflected.
To get SQL to work, you have to set up the correct databases and populate their tables, as an install of xampp starts with an empty MySQL database. Do this through the phpAdmin panel -- it works very reliably.
Remember to change your import file to reflect whether you're running stuff locally or on another server, for example a WordPress blog.
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