please check out these KB articles:
on under what conditions you could deploy.
there used to be a product called VirusScan Thin client (a very basic version of VirusScan deprived of many modules), which I am not sure means the product to deploy on Windows "thin clients".
We have a number of Windows XP Embedded computers with VirusScan Enteprise 8.5 running on them without many problems (actually what problems we have are "well confined" and originate from a few causes which we know why, and none of which are because of the thin client state.
McAfee actually has a policy to support VirusScan Enterprise on Windos XP embedded, the documentation of which is attach here.
Also please look for similar entries in https://kc.mcafee.com to find more recent articles on the same.
From what I have been told, support of VirusScan on embedded OS devices like Point-of-Sale (POS), etc, has been discontinued. Ask your Sales rep about Solidcore. This is the white-listing software that was purchased by McAfee this past year. It is much more conducive to embedded OS systems, as these systems' functions are more static than conventional OS's, and can be locked down accordingly. We are not using it today, but it is something we are looking at. Just my two cents...