I'm not trying to be a dick here, but you need to put some effort into helping yourself. Google is a great resource for finding information, such as where to find device manager. There's just too many things to go over regarding computers, and help will take longer relying on forum help for everything rather than being proactive, and seeking it out yourself.
To answer your question. Goto Control Panel-System-Hardware-Device Manager. I haven't run XP in ages, so that may not be exactly right, but it'll get you close enough to find it.
Edit:
For example. You installed XP, and your internet isn't working. First step should be Googling "xp internet doesn't work". That'll pull up a bunch of results, and after looking for problems similar to your own, and trying some solutions, you go to a forum to look for help. Post what you've tried, and what the results were. That can narrow down possible causes tremendously.
After Boochi's advice, a quick Google of "xp device manager" would tell you where it is, and you can go on from there; usually much faster than waiting for a forum reply.
Again, I'm not trying to be a dick, but by trying things yourself first, your problems will get sorted quicker.