I have heard that people have gotten the USB interface to work on XP, but I don’t know what they had to do.
If you are talking about the CP6, those are lightbulbs, not fuses. In the event of a short, the associated light bulb will illuminate. While the initial resistance of the bulb is low, when it lights it warms up and its resistance inreases, which limits the current draw of the short providing some protection.
You have to install Java 1.8 to run the latest version of JMRI, and Oracle does not support** Java 1.8 on XP. However, you can make it work. Directions here, part way down the page:
Not real familiar with that device, but I believe it’s actually light bulbs. Lots of folks talk about using automotive bulbs instead of an actual DCC circuit breaker, but remember they still allow about 2.1 amps to flow. That’s enough current to get a derailed truck hot enough to melt the sideframe. Can’t locate it now, but I’ve seen photographic evidence of it happening.
**“Not supported” doesn’t mean it won’t work, it just means that if you have issues, neither Oracle nor MS are going to give you any help.