Fedora and WindowsXP are entirely separate operating systems. Programmers have yet to routinely program their software to search the user's system to determine what other operating systems might be present on the other partitions of the hard drive.
What you need to do is export your Firefox bookmarks in Windows to an HTML file. Do this by going to
Bookmarks > Manage Bookmarks > Export in Firefox. Save the file somewhere you can find it. Copy the
bookmarks.html file to a diskette, USB drive, or a shared partition.
Reboot into Fedora. Once in Fedora, start Firefox. Again, go to
Bookmarks > Manage Bookmarks, but this time select
Import. When the wizard appears, select "
From File". Find your bookmarks.html file, and load it. You should be all set.
If you intend to continue to use both operating systems, you should install the
Google Browser Sync Firefox extension. It keeps all of your browser settings synchronized. The only downside to it is that it can take a while sometimes to do the actual synchronization, and sometimes errors occur that mess up your bookmarks. You can get Google Browser Sync from
http://www.google.com/tools/firefox/browsersync/ .