You have two choices with XML - either embed the XML into
your SWF or load it dynamically. If you want to embed the XML into
the SWF, then use <mx:XML source="somefile.xml" /> - but bear
in mind this will read the XML file when the SWF is compiled, not
when it is run. It will also increase the size of the SWF by the
size of the XML document you embed.
If you still want to dynamically load the XML but don't want
to use HTTPService, you can use URLLoader (I believe it is
Once you've either embeded the XML or loaded it, you can use
e4x syntax to access the content of the XML document.