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linux does not have drag and drop writing capabilities like windows (unless your using UDF packet writing but never mind that at the moment) k3b is a very good GUI CD/DVD linux writing application. The command line CD burning utility is called cdrecord.
Fedora is not provide by default NTFS support. For read only support download and install the RPM:
http://www.linux-ntfs.org/content/view/120/59/
BTW Most of your questions might be answered by using the search feature of the website.
XP can not natively burn ISO files to CD but you can download many free burning utilites like isorecorder.
http://isorecorder.alexfeinman.com/isorecorder.htm