The DBD::AnyData module can work with local or remote files (it uses LWP under the hood) and can work with XML files that have a structure similar to a database table (it uses XML::Twig under the hood). You can use AnyData to convert the remote file to a local CSV file and then import that into a database or else use AnyData with another DBI driver to insert the data directly from the remote file into PostgreSQL or MySQL or whatever without any intermediate file saving.