1) Download the RTP. (Or if you have RMXP already installed which you do skip to step 2)
2) Go into the RPG Maker XP directory (C:\Program Files\Enterbrain\RMXP or something like that) and look for the Graphics folder.
3) Copy and paste the graphics in there to your game.
If you don't have the graphics folder in the XP directory, it might be called RTP. If it's not there than you don't have it, so you have to download it.