Xen LiveCD
The Alpine Linux distribution provides a Xen LiveCD, which can be used to run Xen without installing it. It comes with specific scripts, that will help you set up a basic environment to create guests. To use it, just download the "Alpine Linux Xen" ISO from [1]. You need to burn it to a CD or create a bootable USB, more information about this procedure can be found at Installing_Alpine_on_USB. Once you have your CD or USB ready, boot from it. You will see the Xen Hypervisor kernel booting, and after that the Linux kernel. When the boot process has finished, login as root and execute the following scripts:
# setup-xen-dom0 # setup-alpine
When executing "setup-alpine" you will be asked several questions, when asked about the network configuration it is very important that you set up at least one bridge, so you are able to add the virtual network interfaces of guests to that bridge. You can find further information about Xen on the Xen.org Wiki [2].