I'm not sure I understand your question but I'll have a go. rdesktop is an application that runs on your linux system. Your XP system comes with  desktop sharing that will allow you to connect one rdesktop. 
Your distributing may have come with rdesktop already installed and so you may not need to build it.
If not and you have downloaded it then build and install it and run it on you linux box and give it the name or ip of you XP system. 
Hope this helps.


Edward Soniat
Senior Software Architect 
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