In Pro you can find it here: Start/Programs/Accessories/System Tools/Backup
The Backup utility is not included in the default installation of Windows XP
Home Edition. The Backup icon is not present on the Start menu in Windows XP
Home Edition, nor is Backup listed in Add Remove Programs for Windows XP
Home edition.
To manually install Backup for a Home "retail" version:
Double-click the Ntbackup.msi file in the following location on the Windows
XP Home Edition CD-ROM to start a wizard that installs Backup: CD-ROM Drive
:\VALUEADD\MSFT\NTBACKUP. When the wizard is complete, click Finish.