If your question is, "Where is the backup utility on XP Home Edition,
assuming you have an XP CD and not a proprietary OEM CD, go to the
valueadd\msft\ntbackup folder on the XP Home Edition cd and
install ntbackup manually by double clicking the file.
As Michael pointed out there is a backup program that is installed by
default on XP Pro and is available to manually install from some versions of
the XP Home edition. However you are much better off with decent third party
software. The XP Home version of Backup doesn't do Automated System Recovery
so it is not useful to you if you wish to make a full system backup. Imaging
programs like Norton Ghost 2003 or the low cost Image For Windows http://www.terabyteunlimited.com/imagew.html are good choices.