Extensible Markup Language (XML) is a W3C-recommended general-purpose markup language for creating special-purpose markup languages, capable of describing many different kinds of data. In other words, XML is a way of describing data. An XML file can contain the data too, as in a database.
from wikipedia
XML is a tag based "language" ... is like html. But you cannot write your pages in XML. XML have other purposes. All you can do is to do a RSS script what is XML.
But you can extract some data from a site/ database if it supports that though WDSL or SOAP.

I know it sounds complicated but it's not so if you know some programming

Regards