No wp-config.php file error message, even after creation

I just installed WordPress 3.6 and some other things like MySQL, PHP, Apache and stuff like that.

I’m running WordPress local on my PC – using Ubutnu 13.04.

I get this message:

There doesn't seem to be a wp-config.php file. I need this before we can get started.

Need more help? We got it.

You can create a wp-config.php file through a web interface, but this doesn't work for all server setups. The safest way is to manually create the file.

Create a Configuration File

I followed the steps at the website, but still get the same message. It says that I have to create it manually, however.

Should I update WordPress at some place or what is wrong?