Dell's site doesn't show any easily accessible info for 2200 Series Inspiron; and their "yard sale" pages don't show any units in inventory as returned/unused, refurbished, or "cosmetically damaged" so I'd have to assume it's not a current model. The max 1.7 GHz processor shown in the short spec sheet suggests a couple of years old, but that's pure speculation.
When asking for computer help, it's always a good idea to give the name/version of the Operating System (OS) you're using, since it avoids confusion. Since Windows XP is the only Microsoft OS that I know of that has a "Security Center" in its Control Panel, we can probably assume that's what you have. Some third party security programs could put one there, or elsewhere, but I haven't heard of one that uses that specific name.
The Security Center Box (Start|Settings|Control Panel, and double click "Security Center") should have a section at the bottom labelled "Manage Security Settings" and a box/button for "Firewall." If you click there, it should give you the option to turn the built-in firewall on or off.
Since the Windows firewall is a standard part of WinXP, this setting should always be there, although there are ways an "Administrator" can make it "disappear" using "Policies" to restrict what individual users can do. Creating and managing Policies is an "advanced subject" so it's not too likely to be something an inexperienced user would have gotten into.
If the "Manage Firewall" button doesn't appear when you go to the Security Center, there are really only 3 obvious causes:
1. You're not logged on with Administrator privileges. Start|Turn Off Computer, and click Restart, and it should give you the option to log on as Administrator or as another user with Admin privileges. If you have more than one user account, it may show a "Log Off" option that you can use in place of the "Turn off computer" that will force it to ask which user to log when it restarts.
2. Someone has turned off the Firewall in a Group Policy. See Stilly's comments above.
3. A malware infection has disabled security features.
A fourth possibility is that you're not up to date with all the latest WinXP patches; but I frankly don't remember the "which/when" of where some of the "possibly applicable" things may have appeared. Prior to WinXP SP1, the default installation was to run with the Firewall off, and it may have been possible to do an installation that omitted the program bits that it needs. Updating security patches should fix it, if that's your situation.