1)
Often a XSD file is provided with an XML file or the XML-provider can provide that.
2) You can create an XSD by hand or from an XML file on internet. Just drop you XML file and it will create an XSD. It is often not complete, but can be used as starting point. see FF or XMLForASP as samples. 3)
You can create an domain to XML schema if it is about export Mendix to xml.
4)
In Mendix data is stored according to the domain model, no need for external XML data sources. After import you can see the data in standard Mendix overview(datagrid)
EDIT:
Create an entity that stores the raw XML data, process it further in the application.