I report here what happened when I installed XAMPP on my computer in April 2015, running under Windows 7. There is nothing here that is specific to Drupal, although this was done for the purpose of having a local development environment for Drupal.
A container is an instance of a service. It is a place to store files. Configuration is service-specific, e.g. a filesystem container needs to know the directory where the files should go; an S3 container needs account credentials along with the bucket name.