By default you can import a sql file up to 2mb in size. Most of the time you will have a larger filesize due to all the content your website will be storing. There are 2 ways you can overcome this limitation. Either use the mysql command line (it really isn't that scary to use!) or increase the file upload limit in PHP.
At present if you install Wordpress as part of the Web Platform Installer it does not install PHPMyAdmin for you. Luckily this install is very easy to do.
Head over to http://www.phpmyadmin.net and download the latest installer to your server.
Once downloaded unzip the contents of the file and rename the folder to 'phpmyadmin'.
Copy this folder to your website containing Wordpress or php.
Open the file config.sample.inc.php into wordpad (notepad puts it all on one line) and enter in a new Blowfish_secret. It can be anything random like a password.
I recently had to install and setup a few Wordpress blogs onto Windows Server 2008. No biggy I thought. I'll just install Wordpress using the Web Platform Installer and away I go. Unfortunately it's never that easy! Below are the steps I took, the pitfalls I came up against and the solutions I have to getting Wordpress setup.