If you want to install phpmyadmin locally to a directory or subdomain, just upload it all to its own folder then open up config.inc.php in your text editor, scroll down to line 41 to make sure it contains 'localhost' as your hostname, and place your db username at line 48.
Then point your browser to the phpmyadmin dir, (f.ex. http://yoursite.com/phpmyadmin/), then enter your db name and password to login.