Look, it doesn't help to just keep repeating that you want "the solution". You need to understand that there is no such thing as "the solution".
There are always many ways to do something, but, typically, most of them are not what the questioner really wants.
OK. So despite your description of the XP as "local" you really mean that the XP machine and the Linux machine are two separate computers, right?
Furthermore, the Linux machine is running some (unspecified) version of RedHat.
Since you appear to know next to nothing about computers, I'll suggest a solution that should be comparatively easy for anyone who is even minimally capable, i.e., anyone who is even capable of posting a question here.
Find and install WinSCP (at
http://winscp.net/eng/index.php) on your XP machine. Then use that to connect to your Linux machine and transfer your files using its GUI. This solution assumes no more than that you have sshd running on your Linux box (you probably do) and that you know how to address the box and your login name and password.
Now if that is not what you really want, then just tell us what you want instead of beating around the bush.
Paul