1. Building the Northwind database from a SQL script

2. Click on New in left-hand column and (if needed) the Databases tab
Click on New in left-hand column and (if needed) the Databases tab. (Currently there is no northwind database)

3. Northwind SQL script
I got a SQL script from the above link and edited out the Views and Procedures.
But I will make the edited version available on my website.

4. Click on the SQL tab. Open the script (say in Notepad++), highlight it all (Ctrl+A), copy (Ctrl+C) and paste (Ctrl+V) it into the text area. Click Go.

5. This took some time.

6. Result. Northwind not showing (yet) on left.

7. But shows when you click Databases tab.

8. After clicking on northwind. Shows the list of tables.

9. After clicking on the products table

10. Northwind shows up on left next time you start PMA

11. Click on Privileges

12. Click on new Add user

13. Add a new user. (I had more luck with permissions making the Host: Local)