[SleepyMyroslav]

The only officially (at least partially) supported way from Microsoft is to add into Visual Studio the toolchain named "C++ Windows XP Support for VS 2017 (v141) tools". It is still there in the "individual components" of Visual Studio Installer for the latest VS but it is marked as [Deprecated]. It is a safe bet that MS will never fix any existing bugs in it or update it so at this point your best bet might be with the open source tools.

All other currently supported toolchains rely on runtimes that are explicitly not compatible with Win XP.