Writing XML feeds is simply the process of coding the XML document for subsequent use by other user agents. Two methods of use exist. A "pull" feed, where a UA will read the document from your server and a "push" feed where you will upload the document to another location.
A Google sitemap is one example of a XML feed, Froogle feeds are another. The sitemap is a "pull" feed and Froogle is a "push" feed
With pull feeds your server becomes the feeder for others to use. If you look at the bottom of this page you will find RSS feeds etc, RSS is XML formatted in a way that the RSS readers can understand the node descriptors (the RSS standard)
If you wanted to pull these feeds for your own use you would need to write a transform document (XSLT) which is basically a stylesheet for XML, that "transformed" the raw XML feed into XHTML for display at the browser/UA.
Take the W3Schools CD Catalogue for example. It appears as a fairly basic layout using tables (it's tabular data so that's ok). But look at the source, and you will see that it's actually XML. This is where the power of XML/XSLT shows and where XHTML should be used.
All in all, I would say your client doesn't have a clue what they are asking for (nothing new there then). What you need to do is to clarify the use of these feeds so you know or can establish the intended format. Each intended user may require a different format.
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