First you should copy files to your XAMPP htddocs folder. And then import database sql file by phpmyadmin.
As the domains name changed so you need make sure them updated to suite your local environment.
WordPress has different rules for different fields. The wp_site and wp_blogs tables can NOT have http:// or a trailing slash at the end of the domain name, whereas in the wp_options table, it is required to have the http:// at the beginning. In the wp_sitemeta table it is required to have http:// at the beginning and a trailing slash at the end.