The integrated components supports direct access to the physical drives installed as well as usb devices like printers. While in the XP Mode itself simply open up MyComputer or any explorer window to see C for the XP Mode vhd itself then A, C, D, etc. for all other drives.
With that unavailble nothing would have any type of remote access or be copied over by you to one of the main drives. You could always delete the vhd itself to wipe out any infection on the XP Mode but then need to redownload and install that all over again since all too many bugs were aimed at XP and still are floating around.
Another suggestion is still seeing a good layer of protection inplace on the host itself as you would generally see anyways that would detect any bugs when running a system scan or when something became active if you do copy files over from the XP Mode that may have been infected. Having a working system image for the main drive as well as isolating it as much as possible would be even a better move just in case.