XAP files are those executable files which are meant for Windows 8 phone, so whatever files you have received from your friend can be installed as the apps in your Windows 8 phone. Now follow the below mentioned steps:

1. Copy all the .xap files which you want to install in your Windows 8 phone to your SD card.
2. Now go to Start -> Store -> SD card and wait for few minutes for all the .xap files to be loaded.
3. Select the app which you want to install -> Select Install option.
4. If your apps are compatible then you can see them in the Compatible apps list if not it will be shown in the Incompatible apps list.
5. Once you have successfully installed the apps, you can see those apps listed in the Apps list from start.

(source)

1. Check the apps list and open store.
2. Tap more and then tap install local apps
3. Select the app (.xap) you want to install and tap install

Let me know if that works.