If by "gettting it to B4A" you mean how to add it to your project, you will have to ADD FILES, you will see that button on the designer, click there and then search for the XML you need and that's all.
Read the sample code I mentioned before, these lines load the XML:
B4X:
Dim in As InputStream
in = File.OpenInput(File.DirAssets, "test.xml") '<--- Your XML file name
Parser.Parse(in, "Parser")
in.Close
I just started thinking about displaying an RSS feed myself. My question is if an RSS feed displays fine in a browser, can you not just use a webview to display it?