In paragraph styles under Keep Options choose "In Next Column" for Start Paragraph:
Thank you for the reply
But can I have a style that creates the columns? and will allow me to set the width and such?
Not a paragraph style, no.
And while you can create an object style that will define the number of columns in a frame (and you can set a fixed width), I'm not sure you can get ID to create new frames when placing XML, but it may be possible (it certainly is with ordinary text files). You have to try, maybe experimenting with Smart Text Reflow.
I don't know how to make XML flow upon initial placement. I create a new page, click on the outport, go to the new page and hold shift when clicking on the new page. That will add pages as needed to flow the entire XML.