Do you mean in order to format it, or to include a fragment as an example?
You can't embed XML in LaTeX raw because LaTeX doesn't read XML by itself, so it will just treat the pointy brackets and ampersands as errors. There is
XMLTeX, which is an XML parser implemented in TeX, which may be useful.
If all you want is to show an example, use the listings package, or just put the fragment in a verbatim environment.
///Peter