The companion CD refers to the full installation of Oracle, not OracleXE.
Oracle XE is a cut down product with loads of stuff missing that is available for free. If they didn't remove a lot of the stuff it would be as massive as the main product. If you want all the other stuff you need to download the full blown product, which you can use for free as part of the limited development license. Oracle Standard Edition (SE) and Enterprise Edition (EE) are very different beasts to XE.
Regarding your "wasted time", be prepared for many more hours of "wasted time". Oracle is not a simple product and even experienced people spend a lot of time reading the manuals to figure things out.
Certification books are good at getting you started, but they are the tip of the iceberg as far as what you need to know to use Oracle effectively.