You're obviously new to this so you will probably find it easier to start with the DOM interface rather than the SAX interface. This is very well covered in every introductory book on XML. It's reasonable to ask here if you have specific difficulties with the information given in a book or tutorial (especially a Wrox book, of course), but a forum like this is no substitute for reading what's already available.
Michael Kay
http://www.saxonica.com/
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference