Thats ok so far, wordpress is just not fully installed yet. The next step to install wordpress are:
1) Make a copy of the file wp-config-sample.php and name it wp-config.php
2) Edit the file wp-config.php and change the database login details inside so that they match the database name, user and password of your database.
Then open the wordpress installer in the webbrowser and follow the instructions in the installer.
As a sidenote: Ensure that you use the correct PHP method. For CMS systems you should use "PHP-FCGI" and the suexec checkbox must be enabled.