arte,
It really depends on your situation.
The easiest options require the receiving server to get the
data from the XML files (by an http request via CFHTTP, for
example).
You could also create web service and have the receiving
server call that web service to get the XML data.
If that isn't an option but you have FTP access to that
server, you could have ColdFusion FTP the data over at regular
intervals.
That is what I can think of off the top of my head. Others
may have other ideas as well.