I haven't looked at the program, but it doesn't sound like you've told the software how to connect to the database. I'm assuming that from your post that you've already "constructed" the database (i.e. used something like [name].sql to create the tables either from the command line mysql> or from phpMyAdmin), if you haven't you are going to need to do that. With most (all) php/mysql apps there will be someplace to set the database connection parameters, these wil at the least be db servername, dbname, user and password. These are usually in some file called config, or something similar, have a look in the application directory for something similar, or look in index.php and see what it is calling.
Good luck.