I guess I wasn't clear enough.
Intel is a brand of processor. CPU stands for Central Processing Unit, which is a physical device inside of your computer. This means you need an Intel brand processor in your computer. It is not something you can download, it is a physical piece to your computer, like the cd-rom drive or the graphics card. To get this in your computer you must bring it to a computer store to be upgraded.
Windows XP is an operating system, which means it is the program on your computer which allows you to run programs and navigate setting with ease. To upgrade this you must purchase the program from Windows and install it on your computer.
Most computers 3 years old or newer will have a processor able to handle Feralheart, but chances are if your computer uses Windows XP, it is too old to have the processor required to run Feralheart. If you've installed the game and it won't run, you'll need a new computer.
Have you tried installing and running the game?