If you really want to use the advanced features of phpMyAdmin (working with linked tables), you can read the steps I wrote in another forum topic:viewtopic.php?f=29&t=37883#p151457
So you first have to create a database and then install the tables from the .sql-file.
Just saying, there is no need to fix these problems if you only want to use Joomla. Those problems have no effect on that. The only reason to enable the advanced features of phpMyAdmin is if you want to develop your own databases. Example
: you are creating a (huge) website from scratch with a database with a lot of tables. You need to define the database and table structures yourself. To not to loose yourself in all those tables, you enable the advanced features of phpMyAdmin, so you can link the tables to keep things structured for yourself.