Also please see Important information for Windows XP users about the security risks of running XP now that Microsoft no longer support it.
The current version of Audacity is 2.1.0. I recommend you upgrade at http://audacityteam.org/download/windows/. Then even if you only have the zip version of Audacity you can use the online Manual: http://manual.audacityteam.org/o/.
Gale