The setup should follow what is in the read me and the getting started guide for PowerCMS. The CMS has no content by default, you must add it in yourself. Until you have at least one page created with the admin area of PowerCMS you will not be able to display anything on your sites front end. So to begin with there is nothing in the db, creating new pages will populate the db with the info for those pages. Once the pages are created you can then edit them.
After you create a page you will have some code snippets that you need to add into your front end page that you would like to display the CMS content for. The front end page can be just a regular blank php page or one that is derived from a template. One you have the page showing what you have added to the CMS you can then edit the page content through the CMS admin the same as when you added the page.
As for the errors you are getting they seem to be just some regular permissions issues. With DW closed in the folder that you placed the PowerCMS files into you should try right clicking and setting the permissions accordingly for your user. Please post back with any further questions you have or if something is just not clear for you.