Hello,
Based on my understanding, the reason why Windows Vista and Windows XP are listed in the supported platform of SharePoint SDK is because that both of them could run the SharePoint SDK documents and view related source code if proper development tool is installed.
The custom SharePoint workflow needs to be deployed into a real SharePoint farm before running. To develop a SharePoint solution in a client operating system, you need to include necessary references, for example Microsoft.SharePoint into the development environment.
Thanks.
Best Regards,
Lionel