About Windows XP, there can be some issues here and there. I asked around, and uploaded a test build (1035-windows-beta) that might fix that. Do tell if that helps.
About gamepads, the games currently use functions that map to XInput API. This means that not all gamepads will detect by default, but that can be fixed with software like x360ce or JoyTokey. Apparently this is going to be addressed in one of the upcoming updates of the program, so I'll be updating the games to have support for all kinds of gamepads out of box when that's out.
I think the situation is similar for controller support on Linux - it supports some controllers, and improvements are planned in future.