Hi there,
Unfortunately the engine does require a 64-bit processor and a 64-bit OS, so WinXP 32-bit will not work. There is a build available for Linux, however it is a very early work in progress. There is no launcher or marketplace currently available on Linux, but there are plans to support it further in the future.
If possible I would recommend upgrading your Windows to 64-bit since that will give you the best all around support, but you can try the linux build if you’d like. You can get it from the GitHub repository for UE4.