first of all those instructions are for installing XP onto a CF card. that means you've got a working XP installation on a hard drive already. XPe is a different beast since it creates a working installation for you already so you just need to copy it from your workstation to the CF card. so anyways, once you take the steps to make the CF card bootable you simply copy all the files from the hard drive over to the CF card just like it says in that document. once the files are copied over you just make the CF card the bootable drive.
the best way to copy files over is to use a bootable CD like Knoppix or BartPE. As long as you can copy hidden files over you'll be fine.