XP doesn't understand languages, so you don't install languages to your computer.
It can install various fonts, however.
Hey, I'm not actually making this argument - for some reason searching for "japanese fonts XP" brought up a useful link in Google immediately, go figure.
This should do:
http://www.coscom.co.jp/help3/jpfont/jpfont.html
Fake edit: Of course, searching for 'Japanese install XP' in Google brings up relevant links as well, such as
this. Maybe you just fail really hard, what can I say?