Hi Roberto,
This depends on the type of widget/element that you are defining the data source for.
Xpath is a data source option for grids and lists(e.g. datagrid, listview, datagrid 2, etc.) but not for a dataview. Its worth noting that in Mendix version 10.5 and higher, the data source option for xpath will go away and it will all be under the database option.
Here is the documentation link for further information: https://docs.mendix.com/refguide/xpath-source/
On an element where Xpath is a valid data source option, there will be a field for entity and an input field for the actual Xpath constraint. It will look like this:
Hope this helps!