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You don't install it ON Windows. You install it INSTEAD of Windows (or as a dual boot WITH Windows).
Windows XP is an operating system
Centos Linux is an operating system
You typically run one or the other.
You can actually partition a hard drive to "dual boot" where you can boot into either Windows or Linux. That requires that you have free space on the drive.
Chances are if your system was already installed with Windows XP it was done so using all the drive space for Windows. You'd have to work on resizing the partition of Windows which would be an advanced configuration. If you don't already know how to do that then you are better off not trying it.