Actually, all versions of XP include these games. If you're installing and these games are not in there, then your installation source had to have been modified somehow because as far as I know, when it comes to retail and OEM versions of XP Home, these games have not been removed.
EDIT: You can remove them from Windows XP but again, this is not default behavior. The installation had to be modified either by the OEM (strange to remove games) or someone else. You can restore them by going to Add/Remove Programs in the Control Panel and then selecting "Add/Remove Windows Components", selecting "Accessories and Utilities" and making sure Games is checked. If not, check it and allow them to install.