If I start with a machine which is Linux-only -- e.g. the new Lenovo Thinkpad with Linux pre-installed -- will I be able to retrofit it to dual-boot Windows XP?
Yes. In contrast to Linux, Windows does
play nicely with other operating systems present on the same partition. Windows will blithely install its own boot loader on top of any pre-existing one you are using. For this reason, Windows needs to be installed first, followed by the less destructive Linux installs.
In this case, back up your data, locate the Lenovo system restore CD, repartition the disk, install Windows, and...
then re-install Linux.