How do I create a MySQL or Postgre database?
Are these softwares that I have to have on my computer?
Are you attempting to put Moodle into a production environment within your organization, or are you just wanting to explore things for yourself? If the former, you need to contact someone with server experience to help you out. If the latter, you can download a single file at http://www.goohio.com/moodle/Moodle1.4+andXampp.exe that will install Apache, PHP, MySQL and Moodle on your computer so that you can test things out.