With XP the Wizard is not used (it is only for the older Windows operating systems 95, 98, Me).
avast can only scan email that is delivered via a non-secured connection - so it scans automatically using the Internet Mail provider ports 110 (for POP) port 25 (for SMTP) and port 143 (for IMAP). If your mail account is using secured ports to receive and send your mail the mail cannot be scanned by avast.
The Outlook/Exchange provider is for use with Microsoft Outlook only and there is no use in running that provider if you use Outlook Express.
It is possible to get mail delivered via secure connections scanned by avast but to do so you need to use a free third party program called STunnel to manage the secure connections. If you wish to find more details on STunnel please use the forum search option.