You have to make sure first that you start the Apache and MySQL server. You can do that in the Xampp Control Panel. It should look like this after that:
Your aplications need to access your database via hostname, username and password. The Xampp default ist 'localhost', 'root', '' (no password). Standard port is 3306. If you haven't changed it you don't need to specify.
I haven't worked with Wordpress yet. Are you running an installation script to install it when the error occurs?