DLPE 9.4 is not compatible with Windows XP:
PD26064 - DLPE 9.4 Release Notes
You can however run the DLPE 9.3 and DLPE 9.4 / 10 extensions side by side. The policies and incidents will not be unified but it will give you the ability to protect the XP systems until a time they can be decommissioned.
The DLPE 9.3 Patch 6 release notes (PD26323) do mention Windows XP as compatible with that version so I assume it should function. I stopped testing with WinXP in 2014 so I cannot confirm myself. (Note: McAfee Technical Support no longer provides support for Windows XP)