Hi Sakmsat,
Why not spend some time on Opensourcevarsity and read the tutorials there. You can even download the tutorials as .pdf files for free.
The subject of setting up a Joomla website on Windows XP is covered in great depth.
Simply download the tutorials, print them out and file them if you like. Then follow what they say step by step. You should be able to achieve what you want without too much sweat.
If you have issues, open up a thread with a specific question I'm sure someone will help out.