So, yeah, is HTML a particular application of XML? Like, instead of user-customizable tags, “hard coded” fixed tags decided by the W3C and interpreted by navigators? Or are them totally different things?
Also, in which case is XML better than a database to transfer information inside a Web application? (I was thinking, saving users information or things like that may do better with XML documents than with a database).
No.
HTML 4 is an application of SGML, but most parsers for it do not treat it as such.
XHTML is an application of XML, but it is usually served as text/html instead of application/xhtml+xml and so is treated like HTML.
HTML 5 is not an application of either SGML or XML (except in its XML serialisation) and has its own parsing rules.
XML is a good basis for a data exchange format. It is not a good basis for storing data in order to search it (which is what happens “inside” most web applications)