There are other ways of getting to MySQL, but MyPHPAdmin is really the easiest. You need to be able to get into MySQL to create an empty database for TikiWiki to use. This is required, not optional! If you can't get to that (using MyPHPAdmin) then you might want to remove everything and start again.
I have personally used XAMPP, which has MySQL and PHP (and other stuff) bundled together in one easy to install package (particularly for Windows). I wasn't quite clear whether you've downloaded all the components separately or using a similar package to XAMPP, perhaps WampServer?
The TikiWiki files should be unzipped into your Apache web folder which will probably be called something like htdocs, public, www or some combination of those or similar terms. It will reside somewhere inside the main Apache (web server) installation folder.
I wouldn't even bother unzipping the Tiki files until you know for sure that Apache, PHP and MySQL are all functioning correctly and you've set up a new, empty database for Tiki to use.
As for security, probably any package you use will tell you that you need to set a root password (for the web server) and this is generally a good idea, but if you are only ever planning on using this on your laptop then it's not crucial to the success of getting everything to work.
Incidentally, you'll probably be asked to set up all kinds of passwords, one for the webserver, one for the MySQL database, one possibly for web server admin web pages and others. You'll also need one for the specific TikiWiki database and, of course a TikiWiki administration password for the application itself. Pen and Paper is your friend, if only at least temporarily.
Be warned TikiWiki is NOT for the feint of heart, it does have a steep learning curve. I'm not advising you to not use it, because the more users that use it the better, but expect to take things real slow, until you get comfortable with everything. With that in mind, and again I'm not turning you away, but you might want to consider other less intensive options if you are just looking for a personal Wiki, such as the excellent TiddlyWiki, which requires very little in the way of expertise.
If you still want to install TikiWiki, then good for you, hopefully we can help you in getting started. In answer to your second question, I don't think a good guide exists but I could be wrong. Regardless, I'm sure there would be people like myself willing to give you a guiding hand to get you up and running.