This is probably one for ServerFault, but it's basically because, as the message says, the permissions on the wp-config.php file are incorrect, or the ownership is incorrect. Your webserver is unable to edit the file to save your database details.
Do you have a server control panel, or SSH access? You need Apache or whatever user your server is using to be able to read and write to that file (initially). The file should be 644 initially, but you then want to tighten that down to 440 or 400.
Have a look at the documentation here: https://wordpress.org/support/article/changing-file-permissions/
You may need to run a chmod or chown on the file.
Alternatively, just edit the file manually and fill our your database connection details.