How did the founding of Rhode Island and the establishment of Pennsylvania play a role in advancing democracy in colonial America?

The creation of these two colonies advanced the idea of
democracy in the American colonies because these two colonies were based to some extent
on ideas of political and personal freedom.

Rhode Island
was founded by dissenters who were forced to leave the Massachusetts Bay Colony.  These
people, like Roger Williams, were forced out because they believed the "wrong" things. 
This led them to create a new colony that would allow religious
freedom.

Similarly, Pennsylvania was set up by Quakers. 
This was a sect that was widely persecuted for its beliefs.  Pennsylvania's laws allowed
mandated complete tolerance of all religions.

Part of
democracy is that governments must protect personal freedoms such as the freedom of
religion.  The establishment of these colonies was a step in that
direction.