There are two independent sources from which you can download gama-local binaries
and
The first one is based on MS Windows Visual studio, the second on Cygwin. Which one did you use? Can you also try the other one? I compile the binaries with MSVC, Cygwin version is maintained by Zoltan Faludi.
I am afraid that I cannot help you with Windows XP, as I do not have this operating system available anymore. I strictly suggest not to use older versions prior to 1.15. Please, let me know if the other builds run on Windows XP.
Ales Cepek