What HALion exactly do you mean? There was HALion One in the Cubase 4. In the Cubase 6, there is HALion Sonic SE, which is totaly different.
If you are talking about HALion One, there are few information from the Cubase 6 Read Me PDF about HALionOne on the C6 installation disc:
HALion ONE: This VST Instrument is no longer installed by default and has been replaced by the VST 3 instrument HALion Sonic SE. If you have Cubase 5 or Sequel still installed on your system, HALion ONE will be available in Cubase 6. If you install Cubase 6 with no prior Cubase 5 or Sequel installation available on the system, HALion ONE will be unavailable.
However, you may want to install it if you want to load Cubase or Sequel projects using it, or if you use content sets requiring this VST instrument (e.g. VST Sound Instrument Set Synthesizers).
To install HALion ONE, start the Cubase installer via the Cubase Start Center from DVD, use the “Customize” button and enable HALion ONE. Please note that even though HALion ONE and its content will be available after that, no VST presets will be installed! It is just provided to ensure project compatibility. Please change to HALion Sonic SE for creating new projects. The HALion ONE sound library has been included in HALion Sonic SE, so none of your favorite sounds are lost.
Btw: Cubase 6 doesn’t supported Windows XP, which you are using.