how to actually install mediawiki and run with docker?

The docker images from mediawiki docker uses Volumes which is clearly given in the description on the page. In case of Docker images with volumes when you download the image you need to create a similar volume on your host too, because downloading a docker image doesn t download the docker volume.

As it is stated on that page, you need to create a volume in the host and put that LocalSettings.php file and then create a container as:

docker stop $CONFIG_CONTAINER
docker run -v /data/wiki:/data -d nickstenning/mediawiki