Purpose: Create a Device Collection which gathers workstations without SCCM client
In an SCCM controlled environment, a system without SCCM client is malfunctioning. Therefore you must be able to monitor that all the systems in your environment actually have the SCCM client. A fully operational SCCM and a workstation without SCCM client will mean that the workstation is not receiving any application updates, any OS updates and might even download OS updates them directly from MS without any restrictions (depending on other settings outside SCCM in your environment). So you really ought to fix these.
Purpose: Get all Workstations with Windows XP (WQL)
You are in a need to gather all Windows XP workstations with or without a SCCM client. You will first need to create a Device Collection: all Windows XP workstations with or without SCCM client (limiting collection: All Systems). Then create the: all Windows XP workstations without SCCM client (limiting collection: all XP workstations with or without client).
Purpose: Query all the relevant Collection Memberships, defined by you.
After a while, your workstations might be members of many different Device Collections. If you need to point out which collections are actually relevant in some scenarios, you need to use prefixes in your Collection Names. With these prefixes, you can filter out unrelevant collections and create a report, which only shows the relevant Device Collections.