Not wishing to confuse you but Office 2007 is coming out round about now and it will run on Windows XP (and Vista).
Office does not "belong" to any operating system. Office XP came out when Windws XP came out, about 2001.
Office 2003 came out in 2003.
Both will run on Windows XP and also other versions of windows like Windows 2000.
You say you want to do an MS course, do you mean all of Office, or only a part of Office?
I think if you learned Office XP or 2003 you would find no major differences (but perhaps lots of minor ones)
Office 2007 does have a new user interface, and the underlying data format for the files (Word, Excel etc) has changed.
Everything you ever wanted to know about MS Office here
http://office.microsoft.com/en-gb/default.aspx