https://www.clamav.net/download/win32/
From the websit above,you can download "ClamAV for Windows 32 bit" 3.5MB
However,ClamWin's setup program is 32.7MB.It's much bigger than "ClamAV for Windows 32 bit".
Anyone can tell me why?Or which works greater in windowsXP?

the link you posted is the official repository for clamav win32 port
clamwin is a gui and contains itself a clamav win32 port
that is perhaps hosted on
https://oss.netfarm.it/clamav/ https://oss.netfarm.it/clamav/
here you can find almost equivalent sized package, but as in official clamav port, they are only command line tools like on unix sytems

Also, the official Windows version from ClamAV is in reality in-the-cloud-solution, meaning no databases are kept locally.

That might in part explain the difference in sizes.

Indeed - the database is >24MB now