Click to reinstall them. If prompted for a CD and you don't have one, you may need to point the installer to a local i386 folder if it exists on your drive. The Classic Lineup :

Most users' first encounter with Windows XP gaming was through the "Games" folder in the Start Menu. These titles were designed to be lightweight, easy to pick up, and—most importantly—included at no extra cost with the operating system. 3D Pinball: Space Cadet

To game without internet risks:

A charming homage to Super Mario Bros. featuring the Linux mascot, Tux the Penguin. How to Play "Free" Games Today on XP

Beyond what came in the box, the Windows XP era was the height of "freeware"—full games released for free—and "shareware," where players could play a portion of the game before buying. Wolfenstein: Enemy Territory