It's an OEM thing, OEM where the Operating System is pre-installed on the computer before you get it, and you do not get the original OS CD/DVDs, but instead get a recovery partition or are advised to make your own recovery CD/DVD.
There's two things here. (Bob will correct me if I am wrong).
1] Would this computer accept XP? New systems now may be incompatible with older operating systems. In addition, even if it would, you would need 'specific drivers' for XP from the supplier, (in this case HP), but owners often don't want to contact the supplier/manufacturer to ask for the drivers.
2] In dual boot systems the general rule is, install the older OS first, then the newer. The newer OS sees the older and so amends the boot area.
If you have Vista pre-installed then attempt to install XP as a dual boot, the XP installation will delete the Vista boot area and so you cannot access Vista. That could be repaired by inserting the Vista CD/DVD and letting it repair the boot sector, but pre-installed systems often do not come with the OS CD/DVD. That all supposes that you get past the XP install with all the drivers.