How do you recover the autoexeexe file in Windows XP?

Maybe you mean autoexec.bat because windows xp doesn't have autoexec.exe. even more windows xp doesn't use autoexec.bat anymore, it has it's own file which is called boot.ini. autoexec is important for windows 98/Me and so on. You don't need to recover it. Unless you upgraded your PC from windows 98/me or something like that it the autoexec has certain programs to boot. If you lost it comlitely there is no way to restore it. But you can create it in usual notepad, in Google you can find a lot of information how to create autoexec.bat