I'm not particularly tech-savvy, so I don't exactly know what's wrong with your setup or what issue you're having, precisely. All I can tell you is that the version of Nox GOG sells is, in fact, compatible with Windows XP -- I tried it myself on an older laptop of mine running XP, and it works just fine. Try to make sure your copy of Win XP is genuine and not a copy, check if you have all the updates to the OS Microsoft made available until they discontinued support.
As you seem to be having trouble running several of GOG's games (I stumbled upon another thread of yours on the Arcanum subforums), I would highly recommend you to download and enable the
GOG downloader -- a download manager -- and turn the option to use it on on the game page of your GOG library. It's not a client like the one Steam uses, but lets you pause and resume downloads, makes downloading slightly faster and as soon as it finishes downloading all you need to do is click on the magnifying glass icon next to the download progress bar and it opens the folder in which it saved the installer.
Don't forget you need to install every game you buy from GOG, the files you download are the installers, not the game. Run the installers as soon as you download them (if they come in several parts, download all of them and run the "Setup.exe" file. Nox is a single file, so you shouldn't be having this issue -- nor will you, if you use the GOG downloader, as it automatically downloads all the files you need to install a game).
If you keep having trouble installing your GOG purchased games on your system, try submitting a trouble ticket to
GOG Support.
