IIS is the Microsoft provided web server. It is used to let other people view web pages which are stored on your computer.
To install IIS on Windows XP you need to open your control panel, then open Add/Remove Programs. Then find the Windows Components button and click on it. You can find and install IIS from here. If it prompts you for your Windows XP CD/DVD you will need to provide it.
At this point IIS will be installed.