I can't give you a lot of specific advice concerning the Mac, as I run on other platforms (OS/2, Linux, and NetWare), but the concepts are pretty much the same.
To install MySQL - on the platforms I use, at least - it's a simple extraction into the root of the drive, which creates a /MySQL directory. Typically, there's a /MySQL/data directory (among others) which will hold your data files (you can relocate this, of course, setting the datadir option in my.cnf, the configuration file for MySQL). The docs are very good: http://dev.mysql.com/doc/refman/5.6/en/index.html . There are even chapters relating to installation on OS X: http://dev.mysql.com/doc/mysql-macosx-excerpt/5.6/en/index.html .
For phpMyAdmin, peruse the docs at http://www.phpmyadmin.net/home_page/index.php to get an idea of how to install it so that you can log in, at least. Create a couple test databases for yourself, just to get a feel of the interface.
After that, just follow the directions for setting up WP: http://codex.wordpress.org/Installing_WordPress .
A lot of reading, and you'll undoubtedly do a few trial runs before you feel comfortable with it, but overall, it's fairly simple (especially the WP installation). The initial db creation is covered in the WP installation docs (follow the links). Really, that's the only interaction you'll likely have with phpMyAdmin (though you should get into the routine of backing up your hosted databases at least nightly - most MySQL installations come with scripts to do this, but you can do them manually from phpMyAdmin).
I wish I could give you more specifics from personal experience, but I've never done any of these installs on OS X, as I say.