Yes, Windows XP does include the AutoUpdate client. You probably only need to configure the AutoUpdate client settings on the Windows XP computer. Take a look at the this page for a list of the registry settings you need to modify.
Note that if you are running Active Directory, you'll need to import a group policy and modify the policy so that the computers receive the updated settings automatically. See the SUS Deployment Guide whitepaper for complete information:
This was first published in December 2003