Xampp and CI Newbie

[eluser]Unknown[/eluser]
Wonder if someone can advise. I've successfully setup Xampp on my localhost and use it to develop websites. I haven't done much php coding and am learning. I would like to take advantage of CI on my localhost but am confused where to install and configure CI. My Xampp setup is standard Windows and I use Virtualhosts quite a lot on the Apache server.

Do I install CI in the htdocs folder? This doesn't seem right to me as it opens up the framework to the public if I publish it to a live server. My instinct is to put it in the root of xampp but then my server can't see the files? Confusion.....

Sorry if this is basics but I'm only learning how to deal with servers/etc.