Add password for mysql joomla database

I decided to add joomla locally on my computer. WAMP….
1: I read that authorization ‘config’ is not the most secure, can I use ‘ http’ or ‘cookie’ for joomla
2.Where is the log of or exit button, I am having some difficlulty setting up password(below) but I was wondering where the exit button is.
3.
After initial setup I did not do a localhost password when prompted so it was blank…and worked fine. I also did not set up a mysl databse password when setting up joomla, since doing it locally. But i should have added a password am trying to do so.
I first added a localhost password in phpmyadmin and in the config.inc.php and got back in phpmyadmin, but when I go on the website I get:

Database Error: Unable to connect to the database:Could not connect to MySQL

I am assuming I have to set it up in mysl database somewhere, I found some things using commands but I was wondering of another way, I did not want to mess anything up. is this somewhere in the joomla set up? i am not sure
Thanks

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