Mbox is meant for ProTools. Audacity does not officially support Mbox. This is stated in numerous topics on the Forum. There is no setting to enable Mbox support.
To use Audacity with Mbox, you will almost certainly need to go to the Avid web site and look for standalone Mbox drivers for XP that are meant for third-party software other than Pro Tools.
I would suggest you could try the “Digidesign WaveDriver” from Digidesign Audio Drivers for Windows XP if you don’t already have it. Don’t install the ASIO drivers because Audacity as shipped cannot see them. Your mileage may vary without or without drivers, but there is no Audacity support for using Mbox.
Please read audacity not saving - #3 by Gale_Andrews regarding the risks of using XP now Microsoft no longer issues security updates for it.
Gale