A drag and drop visualization as possibly know from other visual database tools are not existing in Mendix, yet. But maybe this could be something for the idea forum.
I believe the statement on the data querying page refers to XPath itself.
XPath comes with intellisense as well as a visual representation if you're retrieving object related to an object already in your flow. For example retrieving all refunds related to a charge could be done in the visual interface, see below
That's a simple example of what you can do and how, hope this helps