First in your xaamp control panel click mysql admin, this is where you need to setup your database and tables prior to going into data assist wizard.
Once you have your database , tables and user permissions setup then move into dreamweaver and proceed to connect to them via the database panel.
Once dreamweaver has a connection to your database you can then start data assist and go through the wizards. Problem is it's hard to explain everything here in a post. Maybe you need to read a little regarding mysql and myadmin.