I install PHP, Apache, and MySQL done and worked. When I finish installing Phpmyadmin, then open it has an error.
Failed to set session cookie. Maybe you are
You don't seem to be the first to experience this; there's one other before you: https://github.com/phpmyadmin/phpmyadmin/issues/14184
I've personally had trouble where I have to press the button to log in a second time, but it works for me. The person who opened that bug was completely unable to log in.
So basically it's currently an open and known bug and hopefully it will be fixed for the next phpMyAdmin release.