But how. All I see is a .vhd files is not possible to copy paste.
I am not sure I understood you but it appears that you did not boot into your Virtual PC. You have to work in your Virtual PC, so boot it, load it up and get on with business. You will be able to see your local drives once your booted in you Virtual PC (the XP image you downloaded) and then once inside just launch the file explorer. All your drives from your host machine will be included.
That said, I've never needed to transfer any files from the VHD to the host machine and vice versa, you shouldn't need to yourself. I just keep a local server running on my host machine and then access the sites I want to test from the virtual PC using the host's ip address inplace of "localhost".
So basically, http://myhostmachineip/webproject1 ;same way you've been testing on your host machine, just use the ip instead