I've purchased some XCPs @ poloniex, and want to withdraw it, is there a way to do it without using counterpatyd.exe? For example, for MSC you just need to create new address in your bitcoin wallet, will the same work with XCP?
yes.
(keep in mind that you wont be able to send the xcp back to poloniex without counterpartyd)
And good luck getting that working right, because the devs don't read or respond to the technical support section on the counterparty forums.