Install Windows and update the BIOS and the ME firmware to the latest versions
Enable AMT SOL in the BIOS (ctrl+p at boot time, or F6 on some HPs)
Try "amtterm" as a client, it could work if you have a pre-v11 version of ME
Otherwise, try the meshcommander client
If none of those 2 options give you AMT serial (use a Linux live-usb to test the target, Xen can be iffy, more below), go back to Windows and try flashing meshcommander (advanced version) to your ME firmware. Sounds scary but it's actually just a .htm file, and it backs up the original one right there so it's trivial to roll back.
If you still don't get any SOL at this point, you're out of luck...
Just set com1 to something like 115200,8n1,amt. If that doesn't work, try giving it more info like the example below.
On the HP EliteBook 850 G3:
Xen doesn't like the PCI device for AMT serial, but this made it happy: com1=115200,8n1,0x3080,,00:16.3. All the info was found in lspci -vvv -s 00:16.3 on a bare-metal Linux install.