You probably mean (4) installation/boot disk plus (1) Emergency Repair Disk (ERD).
Like Elledan stated, when you click on the "bootdisk folder on your Win2k CD-ROM" it'll tell you what to do. (insert four floppy disks -one at a time of course)
For the ERD, go to: Start > Programs > Accessories > System Tools > Backup (the third option button)