I believe that virtually all laptops have the 5 v on the parallel interface.
The limiting factor for parallel interface in the amperage that they will carry. Given the wire size, contact, rating, blah blah, etc, the most you can expect is several hundred milliwatts.
I read their product PDFs and their linear power supply example. Yes they are calling for an extra power lead. They are using it for a reference. I am having a blonde moment, but, I don't see why they aren't getting it from the parallel cable.
Par Port | DB25 > DB25 | IDC25 > 26 pin HDR
PC case XYLOTEX
The 5V power on the parallel interface should be go all the way through to the Xylotex board. The only thing that I can think of is that there may be too much voltage drop. I would e-mail their support person for clairification or a workaround.
Hope this helps.