The XP device is a major security risk because its got known security vulnerabilities that are not patched and actively targetted. Its targetted because hackefs know there are bad businesses and users still running xp.

The issue is less your firewall and instead your whole network. If XP has internet access and is on your home network, it gives hackers and malware a route through to your other devices.

If you want to connect XP to the internet then there are two realistic options.

One is give the XP machine its own isolated network within your home network - a VLAN for example. One easy was of doing that is to see if your router has a Guest Wifi set up, and if so ensure that is configured to be entirely separate from your main network. But this is still risky because if you dont know what youre doing you could accidentally leave your network ezposed.

A better option is get a second router, create a wifi with that (or ethernet conenction ideally) and connect that router to the internet via an always on vpn. The second router and network would completely isolates the XP machine from your home network.

The XP machine itself will always be vulnerable whatever you do. Obviously configure a firewall and antivirus on it, and be safe in how you use it, to minimize the risk.

Whatever you do, do not connect rhe XP machine directly to your home network if you’re giving it access out onto the internet.