I know how to set up a time-series trend object to show pressure and speed in real-time but how can I set up an XY chart that shows Pressure versus Speed in real-time ?

Open the HMI Builder.
Select Library pane at the bottom of the HMI Explorer window.
Select the Advanced Objects tab. You can drag the XY Chart object from this tab and drop it on your screen.
From right-click menu options, select custom properties to set up pens and chart properties.
Sinolta Tutorial –HMI basic features and HMI scripts projects provide good examples on how to set up these charts with or without VB scripts.