ummm, Do you have an Operating system installed now? Do you own a Windows XP CD-ROM?
If you have an OS, you should be able to insert the Windows XP CD, and it will prompt you of what to do from there.
If you do not have an OS, you will need to insert the CD and boot to it. You will see something that say "Press any key to boot from CD" if you do, it will begin walking you through the proccess.
For future posts, please be MUCH less vauge about your problem. Computers are very complicated, and specific questions are the easiest to answer.