I never worked with php-nuke, but I think I can give you some answers:
What goes here: Add DB:
I think you have to enter your database name for php-nuke there. You can create databases for each site you are working on... (read phpmyadmin for more info)
Users:
You can just type a username and password there. I don't know where it is used for, you can find that out yourself...
phpMyAdmin:
This is a database utility. You can easilly add/delete databases, view records in your database, delete records, add them, etc. without doing any php-statements yourself 🙂
It's recommended to download 🙂