Several paths you take here; these two options would remove the task of converting your XPS file into Images:
1. Use the WPF DocumentViewer to display the XPS file in a WinForm. There's a CodeProject article will show you how to that: [
^].
2. Put a WebBrowser Control in your WinForm and have it display the XPS file.
If you use your converted Images, then you need to say more about how you want to present the Images in your WinForm:
1. one at-a-time ? ... or, all ? or, multiple ? in an animated sequence ?
2. each Image on a separate TabPage in a TabControl ?
I'm going to assume that if you can convert an XPS file to a series of Images, then you know how to get all the files of a given type (or name) from a Directory and load them on demand, but if that is a problem for you, then just say so.