No. All three of the XP versions will install on XP, Vista, or Windows 7. Each of the XP versions comes with its own copy of XP and the Vista versions come with their own copy of Vista. There is no IE6 on Vista version because IE6 can't run on Vista.
You have to use the IE6 on XP version to be able to test IE6 (unless you have an earlier operating system available that already has it).
Those operating system versions are NOT what the copies are compatible with - they are what they include it the disk image.