You don't specify the operating system or the environment. Do you have access to MySQL GUI tools like phpmyadmin?
You need to create a user in MySQL with a password and proper access rights. For security reason you should change the default password for root user in MySQL, then create a user for example "epesi_user" and give it a complex password. Then create a database within MySQL and call it "epesi". Then you need to grant the user "epesi_user" proper rights to this "epesi" database, especially ability to create tables.
Once setup enter on the screen you show in your post remaining details: database server user and the password. Because you already created the database "epesi" leave "Create new database" set to "No".
This forum is for strictly EPESI related problems and your questions are related to setting up your environment: HTTP, MySQL, PHP etc. We assume, that the user who is installing EPESI has some basic knowledge about these topics.