By 'using' them. In other words, by creating users/groups and resources (files, folders, printers) and applying the permissions in a test environment. Although it obviously involves some theory, especially Microsoft exam topics are easier to learn and remember from experience than reading a book or using practice exams.
If you have sufficient memory and diskspace you may want to check out Virtual PC or VMware, which would simply put allow you to run Windows XP inside Windows XP on virtual computer without messing up your current installation.
10-40Gb is usually enough for a few VMs depending on how many you want to run at the same time or at different times. How much RAM have you got?
The two main Virtual Machine types
VMWare Workstation - $189 - http://www.vmware.com/products/ws/
Microsoft Virtual PC - Free - http://www.microsoft.com/windows/products/winfamily/virtualpc/default.mspx
Alternatively you could use the free VMWare player which does a similar job to VMWare Workstation but you need to do a bit more to get it working like the full VMWare Workstation. Here's a good tutorial on how to get VMWare Player working like VMWare Workstation if you want to use VMWare Player.http://www.blindhog.net/virtualization-vmware-player-and-easyvmx-free-virtual-machines/
To compare the different types of VM software out there.http://en.wikipedia.org/wiki/Comparison_of_virtual_machines
AFAIK VMWare supports USB support from your physical machine to the virtual machine but Virtual PC still does not. Do a search for VMWare or Virtual PC and you'll find a load of info in these forums
Plenty of space then, you'll probably want about 1 to 2 Gb of RAM also