When you download the MSXML 4 Parser, you should also get the MSXML SDK, which is an excellent resource for XML in itself.
You can use the DOM objects to access an XML file. Depending on the location of the XML file, you can hard-code a path to the XML file, or use the Server.MapPath. For documentation, if you have VB
or Interdev, the MSDN should have information on it. I found most of what I learned on the web at other peoples examples. It would be a book to give you all of what you can do with XML, but in your research, you should look up some of the following objects and methods to start:
XPath syntax (very powerful language)
XSL stylesheets (also known as XSLT)
Hope this helps,