You can find the folder on the Install CD of Windows XP or if you have an ISO image, mount it (assign a driver letter) and you will find it. However, the files need to be expanded, but if you plan on doing it, start a Command Prompt and type
sfc /scannow. This will expand the files automatically for you. It's easier and recommended by Microsoft instead of messing with DLL files.
However, if you plan to do it, open a Command Prompt and type
expand source destination where source is the installation disk and destination is the folder where the files will be extracted.