Depending on what action you need to perform (update existing records, add new records, delete, etc) one of the scenarious could be something like this:
1. Create a foxpro cursor/table and populate it with information from XML.
2. Use sqlexec() command to update Sql_table while scanning foxpro cursor.

Also it may depend on what FoxPro version do you have and on the actual structure of XML file.

>1. My information are in the file XML
>2. I want to catch those information and to record in a table in SQL SERVER.
>
>Does that possibility exist or is my reasoning incorrect?