Concerning this warning about the missing locale:
Indeed one should just exactly do, what the warning says - open the given links to the Core Translation Files, look for the "C" and then enter "en_US.UTF-8" for the locale, which should be used for PHP.
When you want to change this again later, you will find that under Setup -> Languages -> Language and then the "edit" link in the section "Core Translation Files".
If you need German (or any other) as language - you have to add it first in Setup -> Languages using "Add New".
Hope I got it all right - because so far I have exactly no experience with ProcessWire at all. This is just what I found out by looking at it (really).