I'm not sure exactly what you mean by making an XML file from a database.
You could do something like writing code that makes a query on the database
and just iterates through the results, formatting them as a large string of
XML using a stringbuilder object. You'll have to do the work to create the
tags of course, but it's a fairly simple method. In SQL Server there is a
FOR XML option of a select statement that you can look into. That will
return query results as XML but you'll have to work out which formatting
options suite your situation best.
