Hi all and thank you very much so long for your advice.
I have also jumped into the Joomla! pool and looking forward very much to getting a hold onto this.
I have downloaded and installed the most recent EasyPHP together with the Joomla! 1.6 module. All installed 100%. I can login as admin and see the Joomla! backend and frontend and everything. To get started I have done as follows:
I successfully added an alias, testsite and the alias was created. It is empty now.
How do I get the Joomla! module to be "installed" for this alias? I know I most likely am missing something very crucial.