When I tried to import a XML file to Calc, it seems to me less obvious than on Excel. Generally, I just drag and drop and it does the job.
In “Data” menu, there is “XML Source” option that should allow you to import. Nonetheless, it is gray by default.
You need to activate experimental features to unlock it. It is in “Options” -> “Advanced” -> Check the box to Enable Experimental Features and restart Calc.
The XML Source option is setup to use.