Your request is to transfer a data file into a programming language. Please read up on XML and XSL before asking any further.
* XML is a data format;
* XSL is a data manipulation language, specifically designed for transforming XML files (the
format of an XSL file is XML compliant -- but that's because it just has to have structure, it could have been something else).
>[..] applying the all the style.
Is your intention to import XML into InDesign? There is a good guide on Adobe's site; a quick Google shows
this article for an overview.