Make sure windows XP disc in cd drive. When the PC first starts, press DEL or F1 (or another key) to enter setup.
There will be an option the Boot device priority. You will change to change the first boot device to the CD Rom. Save Changes and Exit. When PC reboots you will be prompted to press any key to boot from CD. Hit any key.
Press Enter when you get the screen To setup Windows XP now - then press Enter again at the Welcome to setup screen. Press F8 to accept the license agreement.
Please see the following for detailed instructions on how to install XP from here.
Windows XP Professional Install Guide