It seems to me that you have misconfigured your system somewhere and that is causing a conflict which shows the Mercury dialog. It may take quite a substantial amount of time to troubleshoot exactly what went wrong.
As email setup on a
local PC is not essential in learning how Zen Cart works, I would suggest you turn off Mercury in the XAMPP Control Panel (and
uncheck it as a service, if necessary) when you start Apache and MySQL to play with your local Zen Cart.
In this way, you save time and effort on troubleshooting your local server/pc configuration and get to work on the more important task of familiarizing yourself with how Zen Cart works.
Btw, if you have forgotten the admin id/password for logging into the Admin Console, you can refer to this
article in the Tutorials/FAQs section for help.