Hello The standalone windows executable, file youtube-dl.exe (32-bit, filesize 7.59 MiB ) has been compiled with Python 3.4.4 modules, which, AFAIK, is the last XP compatible Python version, most certainly not the latest (3.6.6/3.7.0).
On my Vista laptop, issuing "youtube-dl --version && youtube-dl -v" in the command prompt window, in my yt-dl installation directory, I get:
2018.09.01
[debug] System config: []
[debug] User config: []
[debug] Custom config: []
[debug] Command-line args: ['-v']
[debug] Encodings: locale cp1253, fs mbcs, out cp737, pref cp1253
[debug] youtube-dl version 2018.09.01
[debug] Python version 3.4.4 (CPython) - Windows-Vista-6.0.6002-SP2
[debug] exe versions: ffmpeg N-91152-g7c333dc6a7, ffprobe N-91152-g7c333dc6a7, p
hantomjs 2.1.1, rtmpdump 2.4
[debug] Proxy map: {}
Usage: youtube-dl [OPTIONS] URL [URL...]
My assessment is based on https://python.readthedocs.io/en/latest/using/windows.html#supported-versions
While the latest release of the 3.4 branch is 3,4.9, every release after 3.4.4 has been made available only as source; the last XP compatible compiled installer is for 3.4.4, to be found here ...
But even if/when in the future the yt-dl devs compile the standalone executable with non-XP compatible Python modules, all is not lost for XP users; yt-dl code has support for a variety of Python versions, methinks 2.6 to 3.7; so, an XP user can perform a full-blown Python installation on his/her system and then use the compiled zipped-executable version of yt-dl, file youtube-dl (size 1.62MB) on the GitHub Releases page... It can be invoked in the command line as
python.exe youtube-dl [various yt-dl arguments]
(you may have to use pip first to install additional python modules that yt-dl depends on, ones that do not come with the default (standard) installation on windows; but this is not a yt-dl support forum, ample info/help can be found on line already...)
@Flame :
While I spent 3 years on XP, I currently have no access to that OS (only to Vista SP2 32-bit + Win7 SP1 64-bit), so it would have been easier for you (... and me ) to get an answer to your query, had you kindly asked one of the many XP users that frequent this thread to test youtube-dl.exe for you (assuming you can't yourself...); but I didn't mind the challenge to answer it for you one single bit...
Regards
EDIT: @hotnuma beat me at posting, adding relevant information