Please create web server writable folder config in phpMyAdmin top level directory as described in documentation. Otherwise you will be only able to download or display it.
Force SSL connection
This option should be enabled if your web server supports it.
Insecure connection
You are not using a secure connection; all data (including potentially sensitive information, like passwords) is transferred unencrypted! If your server is also configured to accept HTTPS requests follow this link to use a secure connection.