I think two different issues appears in your question:
Firstly, how to connect the database. As previously said, DBI module and proper driver for your sql machine can support it.
Secondly, your question is about XML. I see many logical ways how to put XML document into sql tables. Consider that SQL data structures are not primarily designed for XML, therefore you can simply put XML text into one cell as a string, or you can design own tables and put XML into more structurally. Or, you can use some database-vendor xml-specific enhancement and put XML doc into it and use wide set of tools supported. It very depends what actions have to be performed against database-layered xml document(s).
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