¿How can i create the xml file including all cursors in the especified squema?
record of one cursor
child record of second cursor
next record
child record
child record
child record
child record
next record
etc

In Chapter 17 of MegaFox: 1002 Things You Wanted to Know About Extending VFP I have a data-driven class that does this:

How do I data-drive the production of XML?( Example: GenerateXml.scx and ExportXML.prg::ExportXML )

As noted above, one of the limitations to using the XMLTOCURSOR() function is that it cannot be used to represent complex relationships between multiple cursors in a single document. Another problem is that when the structure of a cursor changes, so does the generated XML. Fortunately, since we are using Visual FoxPro, it is possible to create a data-driven class that gives us the flexibility we require. However, you should be aware that our sample classes do not account for every single type of node that could be contained in an XML document, nor do they handle DTDs or Schemas. They are intended to show how an XML handling class can be constructed to meet your specific needs.

We designed our metadata to handle the creation of XML from specified cursors as well as the creation of these cursors from an XML document. This metadata is contained in two separate tables.