There is no general XML structure to Moodle.
There are XML files that define the DB schema, in various locations called install.xml. That would tell you table and column names.
There is a XML format used for backup files (they are .mbz, but are really tar.gz files). Those files would give you all the data for the course.
Not XML related, but there are webservices that you could use to get most or all of the information you are looking for though.