These steps can be followed on Windows 2000, Windows NT servers, Windows 2003, Windows 2008 and Windows XP.
For steps on Linux refer the link below:
How to install phpMyAdmin 2.11 on Windows Desktop and Server
Here are steps that will help you installed PHPMyAdmin on a Windows server.
>> PHP 4.3/4.4/5.1
>> MySQL 4.0/4.1/5.0
This installation was tested on phpMyAdmin-2.11.1
You can select the file from PHPMyAdmin Downloads