The CDs you have are compatible with Windows operating system, but they are pretty old. The easiest way to make them work in a Mac environment, is to install a virtual machine through VMWare or install Windows through Bootcamp. You can check the official Bootcamp page at Apple or for a more in-depth guide with frequently asked questions, there is also a page containing all the possible errors or issues.
On the other hand, newer versions of the Bootcamp application don't allow Windows XP installation and since the CDs work in Windows XP, you might need to choose to install Windows XP through virtualization. VMWare Fusion or Paralells Desktop is required in this case. The applications come with wizard functions, meaning that setting is done using a few clicks with too much of user's interaction over the installation process.