If you are talking about the Windows Media Video codecs WMV3 = Windows Media Video v.9, and WMV2 = Windows Media Video v.8, then if you have Windows Media player it will either have them pre-installed or should be able to download them automatically from Microsoft. If for some reason you cannot have WMP download it for you, then you can get it directly from Microsoft here:
WMV codec installer.
If you are looking for a VfW (Video for Windows) version, then for WMV2 (v.8) you are out of luck. Microsoft never intended WMV2 for use in anything but DirectShow. There is a VfW (or VCM - Video Compression Manager) version that is available for WMV3 (v.9) which will allow you to use WMV3 video in an AVI or ASF container. Why? Who knows... You can download it by clicking this link:
wmv9VCMsetup.exe.
Now if you are asking about WMM2 (Windows Movie Maker 2), the video editor, then it is part of Windows XP Service Pack 2. You'll have to update your Windows XP to SP2 to get WMM2. Microsoft link
HERE.