Okay, here's how it works. The XP CD that you get is a regular XP CD, aside from the fact that it says Dell on it, and it will only work on Dell computers. Also, it will only accept OEM product keys. Anyway, with XP, generic drivers are included. That means the drivers for your important components will be there, but they won't be the best, as they aren't even meant specifically for your components. It is best to upgrade the drivers as soon as possible. Also, some drivers will not be on the XP CD, so you will have to get those as well. These generic drivers are put in by Microsoft, so there's no way for them to know what components you have.
Yes, it will be the fresh version of XP without the Dell bloatware.
No, the burning software will not be on it, aside from the software that XP has built-in. If you use other things like Nero or Roxio, you will have to install them separately. If Dell included this with your system, you should get a CD from them with the system purchase.
I do suggest you do not buy the CD. I suggest you wait until you receive the system and then call Dell and ask for the CD. They should send them to you for free, and even if they don't, it's still only $10. Most of the time, though, as long as you call within 21 days, they will send the CD for free. Also, there should be a utility to burn the CD yourself. You should also be able to get any other CDs you need, and possibly even drivers CDs.