Pretty much the same way you would handle recovery deleted files on any other version of Windows.
Third party data recovery software.
You can start first with one of the multiple free options like Recuva http://www.piriform.com/recuva
And if that won't do it, you may have to graduate to a more robust paid, commercial solution like Get Data Back http://www.runtime.org/data-recovery-products.htm
When I had an old Toshiba laptop I decided to move all my photos to a flash drive in order to give it some free space. And then my brother formatted this flash drive. I was searching online for the ways to deal with the problem and remembered about the review of data recovery softwares. I found a bookmark in my browser, read through reviews. I end up with Disk Drill http://www.cleverfiles.com/disk-drill-windows.html It was free but it took a while of scan.
You can easily recovery your Windows Xp data file using the Windows Data Recovery Software. A rich featured and highly recommended by many professional users. It recover lost data from both FAT and NTFS file systems. It provide support for latest Windows operating system.
Try it out for free -: Windows Data Recovery.