First thing, Bluetooth is a hardware-requisite technology. What I mean is that you have to either have it onboard the computer, installed on a card inserted into an expansion slot, or on a USB-like dongle.
If your computer has been unaltered since Dell made it, you can look up your specific model using the Dell Service tag, and it will show you if it has Bluetooth installed.
As to whether 'Microsoft Windows' XP has native support for Bluetooth hardware, that again depends on the computer you have, as some Dell pre-installed operating systems may or may not have it on the PC if it is not specifically on your machine, but the drivers you would need are easily available.
If you tell us the Service Tag, we would better know what hardware you have available on your machine. What device are you trying to use BT with?