What version of Windows (XP,Vista,7,8) is preinstalled with .NET Framework 2.0 and 4.0?
Which version of windows? Windows 7 comes with 4.0. XP less, Windows 8 probably higher.
Windows 8 is 4.5 with not 2.0. I think XP is 1.1 out of the box, one of the Service Packs might have increased the baseline. Vista was 3.5 IIRC.
You can definitely get everything you wanted to know and more about windows support from http://www.msdn.com/
Which Windows did .NET 2.0 first come with
Perhaps Windows Server 2003r2 but if it matters you should go to microsoft's site and not believe some dude on the internet.
Windows 8 is having pre installed version of .NET Framework 2.0... It works quite good.
Unfortunately, I have no idea where you got your info, but it shipped with .NET 4.0 for Windows 8, not 2.0. In fact, from what I recall, you have to manually enable 2.0 and 3.5 on Windows 8 (2.0 might not be installed even)
2.0 isn't installed by default on Windows 7 either.