How to claim XCP?

Okay.

From the example on that page it’s easy to compose a raw transaction, just change the source to your address, keep the asset as XCP and the set the quantity to the amount of XCP that address has (which can be checked in a Counterparty explorer).

The entire workflow is described in here (How to create a send transaction on Counterparty?).

The only gotcha is you need to have some amount of BTC at that address (to pay the bitcoin miners for the transaction). 0.0001 BTCC should be enough (0.0002/kB is the default fee per KB and your transaction will probably be around 450 bytes). So send some BTC to that address first.
You can sweep any leftover BTC from that address later using standard BTC tools, as there would be no XCP at the address you could sweep the BTC down to 0.