You are simply running the JAVA console on the XP machines - NOT the SEM manager. There is NO configuration stored locally.
It's all on the SEM server database. So, you do not need to backup anything specific on your XP boxes since if they got wiped, all you'd do is go back to the SEM server address:9090 and it would reinstall the JAVA console, connect to the management SERVER and off you'd go!
ALL critical data is in the databases, either SQL or the embedded, however you installed and configured it.
So don't sweat the XP machines, you can blow any one or all of them away and SEP and SEM live happily on..............
Now - IF you indeed installed the MANAGEMENT SERVER piece on the XP machine, then follow the database backup instructions. IF you have the MANAGEMENT piece installed on a server and run the CONSOLE from the XP machine,, don't worry about XP.
You didn't specify if you were running the management server on the XP machine as well but simply referred to the console, which you can run on any computer, XP, the SEM server, some other server, Vista, etc., since the CONSOLE is strictly the interface you use to access the Symantec Endpoint Manager.........