Hi,
Sorry about the confusion. You can configure VisualGDB to import the .xml files via Tools->Options->VisualGDB->General->Files->Source extensions to import.
Regarding the copying, please double-check that the xml file is located inside the directory that is configured for copying. You can enable the verbose mode (Tools->Options->VisualGDB->General->Output->Enable Verbose Output) to see detailed information on the files that get uploaded. If you see other files from that directory, but not the XML file, please check your file transfer masks. If you don’t see any file from that directory, please double-check the source directory.