Error establishing a database connection on localhost xampp os x
Steps 6 and 7 aren't needed. WordPress creates the wp-config.php file when it discovers that there isn't one there. It prompts you for the database username, password, server (default localhost) and table prefix that you want.
Then it will ask you for some information about the site. Normally that's all you need to do, it will set up wordpress for you from this information. It might not like an empty password for the database user though. If you haven't changed the password you could try root as I think that is the default - root/root
You need to check first that xampp is working correctly though e.g. by outputting a simple html file.