BOAC - without some complex sniffing, it is not usually easy to tell if some application is using MSSQL.
If you have an application that you store significant amounts of data in, such as client lists or financial application or something similar they *may* use MSSQL. Many don't, some do. Helpful, I know.
As for any dependence of XP on MSSQL then no, it is not a core requirement of XP and you can remove it with no impact on the operating system, alas we cannot tell what impact it would have on any of your installed applications.
One thing you could possibly do is search for *.MDF which will give you a list of the databases stored on your computer. Any database names, other than 'demo' might give you a hint as to what application is, or was, using MSSQL.
Good Luck!