There is a xml file in http://www.samplexxxxx.com/myfile.xml
I want to read or query this file with SQL Server in my computer
Can I make this?
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Here is one example: http://pratchev.blogspot.com/2008/11/import-xml-file-to-sql-table.html
Also see dba.stackexchange.com for another option
Quite a bit of manual work. It’s a bit of a square peg in a round hole, DBMS systems aren’t great at working with XML data. I would recommend parsing the XML using Java, PHP, python, whatever…and inserting the data into a DBMS if needed.