The original quake.exe does not run on Windows XP.
Winquake.exe or GLquake.exe do run on Windows XP but many Quake players consider those obsoleted for various reasons.
If you wish to run Quake on Windows XP, you should install ProQuake which will run on any computer that runs Windows XP:
ProQuake 3.50 EZ Installer (0.7 MB)
ProQuake is an old school Quake available in both the Win and GL varieties with a handful of bug fixes and is considered "Quake without the bugs" and has a critical fix for multiplayer in today's world, as well.
Newer Clients
In addition there are several newer more graphical clients:

The newer client that is the most popular with multiplayer types with video cards is QRack pictured above (GL only): http://www.quakeone.com/qrack
JoeQuake is also popular with multiplayer and single player.
Alternative Engines
FitzQuake is an old school improved Quake with improvements for single player. Keep in mind that FitzQuake does not have a critical fix required for multiplayer use, particularly with broadband. GL Only.
DarkPlaces has improved graphical effects and is has a wide array of menu options and effects. It doesn't have many of the multiplayer adjustments found in ProQuake, QRack and JoeQuake. It is a very good choice for single player usage where performance is not an issue, and can make maps look greatly improved, such as Nehahra. DarkPlaces does has have the critical fix that allows for clients to connect to servers behind a broadband router. GL only.
There are other engines that are a great choice for single player use. Please see the "Alternative Engines" section in links on the left side of this site.
Winquake.exe or GLquake.exe do run on Windows XP but many Quake players consider those obsoleted for various reasons.
If you wish to run Quake on Windows XP, you should install ProQuake which will run on any computer that runs Windows XP:
ProQuake 3.50 EZ Installer (0.7 MB)
ProQuake is an old school Quake available in both the Win and GL varieties with a handful of bug fixes and is considered "Quake without the bugs" and has a critical fix for multiplayer in today's world, as well.
Newer Clients
In addition there are several newer more graphical clients:

The newer client that is the most popular with multiplayer types with video cards is QRack pictured above (GL only): http://www.quakeone.com/qrack
JoeQuake is also popular with multiplayer and single player.
Alternative Engines
FitzQuake is an old school improved Quake with improvements for single player. Keep in mind that FitzQuake does not have a critical fix required for multiplayer use, particularly with broadband. GL Only.
DarkPlaces has improved graphical effects and is has a wide array of menu options and effects. It doesn't have many of the multiplayer adjustments found in ProQuake, QRack and JoeQuake. It is a very good choice for single player usage where performance is not an issue, and can make maps look greatly improved, such as Nehahra. DarkPlaces does has have the critical fix that allows for clients to connect to servers behind a broadband router. GL only.
There are other engines that are a great choice for single player use. Please see the "Alternative Engines" section in links on the left side of this site.
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