Copy the i386 folder, plus the files Win51, and Win51IP to a folder on your hard drive, say WINXPCD. Now you need to use CDIMAGE (download and directions
here to make a bootable ISO image that you can burn to a CD. I assume that the Windows CD key you will need during install is located in the XP code folder?
If you are going to persue this I would also download and integrate XP service pack 2 first since this appears to be an old version of XP without any service packs (files Win51IP.sp1 or Win51IP.sp2 are not present). If you do this you will also get another file Win51IP.sp2, so that in your WinXPCD folder you will have the i386 folder, plus the files Win51, Win51IP, and WIN51IP.sp2. Now use CDImage to make your ISO.