Windows XP does not come with any backup software. Anything you use would be third-party (not offered by Windows or built in).
If you want to backup the registry, this can be done inside the Windows Registry Editor. Type regedit
into the Run box and hit Enter.
Go to File > Export > make sure at the bottom where it says "Export range" that All
is dotted > navigate to where you want to save your backup > give it a descriptive name like registryBackup
> click Save
> wait until it is done, then close Registry Editor
If you want backup software, there are plenty of options out there: Easeus Todo Backup , Macrium Reflect, Cobian Backup, Acronis True Image Home, Norton Ghost, Paragon Backup & Recovery Free Edition, etc...and many others.