Hi Alain,
The Linux installation allows you to run your Stardog server locally. It doesn't contain a GUI, and there's nothing to open once the server is running. When the server is running, all that means is that you can run commands in the CLI (like stardog-admin server start, which you ran to start the server) or connect to that server. The way most people connect to their Stardog server is with one of our Stardog Cloud apps (Studio, Explorer, and Designer). The apps are beginner-friendly, and I highly recommend you check them out, as I think they're exactly what you're looking for.
The login request you're seeing when you go to http://localhost:5820 is asking for the credentials for your admin user. The admin user is the default user that comes with the installation, and it has the privileges to run any command. The admin user's credentials (by default, U:admin, P:admin, as you noted) are not the same as the credentials you use to log in to Stardog Cloud.
Best,
Steve