It's "hard wired" to use an ext. CD/DVD drive in order to install the OS. Being that its also XP just makes this harder or impossible. Unless you have access to some ext. drive then its going to be practically a tail-chasing exercise. You may want to check out:
My goto method that helps at times but not always, google for ADA-2020(or similar adapter) and have a CD drive laying around or remove from old PC for install use. Below is one and remember you can re-use this on other projects.