How can I play Windows 95 games on Windows XP

There are no particular steps needed. Most games will either:

A. Work fine out of the box
B. Work by selecting "Windows 95" in the Compatibility tab of the Properties box
C. Not run at all.

Obviously, you don't need to do anything for A, and if B doesn't work, then C must be true, and there's nothing you can do about it.