We'd need much more information to be able to usefully help you. Do you see errors? What exactly happens and doesn't work?

So you've installed XAMPP and gone through the entire documentation found on their site, and still can't get it to work? I find that incredibly hard to believe. The documentation on their site is top-notch, and it's very difficult to not be able to get up and running quickly. That's the whole purpose of XAMPP, to make the process extremely simplified.

In regards to connecting PHP to a database, you'd need to learn how to script this yourself. Check out many of the tens of thousands of tutorials on the Internet, or consult the PHP manual: http://us3.php.net/mysql