phpMyAdmin is not an executable. All that is necessary is to unzip it to a directory under your web server and edit the config.inc.php file in the phpMyAdmin folder.
Brief description/directions below:
If you have the current version there is a line like so:
/**
Your phpMyAdmin url
Complete the variable below with the full url ie
http://www.your_web.net/path_to_your_phpMyAdmin_directory/
It must contain characters that are valid for a URL, and the path is
case sensitive on some Web servers, for example Unix-based servers.
/
$cfgPmaAbsoluteUri = '';
Note: Insert the path to the folder where phpMyAdmin is located if specified.
$cfgServers[$i]['host'] = 'localhost'; // MySQL hostname
This line should be good on it's own, unless you changed the host name.
$cfgServers[$i]['user'] = 'root'; // MySQL user
$cfgServers[$i]['password'] = ''; // MySQL password (only needed
// with 'config' auth_type)
The mysql user given here "root" should also be fine only for development purposes however. If you use phpMyAdmin on your webhost account, then you have to change it to your webhosts specifications, if they allow phpMyAdmin.
The password is whatever you set the mySQL user name too. Note that also if you are using this on your webhost account, usually you need to use the password of your account.
Open your browser.
http://path to the phpMyAdmin folder/
The index page will load and your all set.
There is a better installation instruction than the one here I typed up quickly. Just go into the main folder. Open up Documentation.html or Documentation.txt (in any text editor). I think it's one of those files.