There are over 1,000 INF files that come with Windows XP.
Quoted from the Microsoft Website:
An INF file is a text file that contains all the necessary information about the device(s) and file(s) to be installed, such as driver images, registry information, version information, and so on, to be used by the Setup components.
An example of an inf file would be autorun.inf. This file will pretty much be on any CD you have to install something. What it does is point to a file on the CD to be run as soon as the disk is inserted. An example of the code: