XML out is not something I have done except to play...my XML work is a one-way trip into ID.
It isn't much different in the scheme of things, begin reading here:
And the more general topic:
InDesign can write out XML for you but it cannot know what tags should be applied where. By default, all text is not tagged -- and so, if you export to XML you get all tagged text, which is none at all! and you get an empty XML file (it only contains a "Root" tag).
If you want 'everything' and (this is important!) you consistently used Paragraph and Character styles, you can automatically convert these to tags (1). For a narrower export, you can add a basic tag to the entire text and use Find/Change to tag other items, or add them manually.
(1) If you did not, here is a good reason to do so in the future. There are lots of other good reasons as well.