Ok... the first tool you need is the internet manual. Dont get me wrong, but your question is completely random.
Unix system is i guess, a linux that you want to install?
Telnet already comes in windows. jsut go to start, run, type TELNET and hit enter.
there, telnet.
Now, if you want to know about Unix systems, well, xp is in a way one,... heh. diss me distro users :p
Anyways, back on topic. id say use yahoo but yea, use google. Type "Linux basics" and start reading.
You cannot set up linux inside XP unless you use virtual machines, and unless you know what THAT is, i doubt you even need to learn it atm.
Go google, and if you jsut wanted telnet, you got your answer.