This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
If by "retrieve" you mean parsing an XML file, then most likely you don't need to download anything. An XML parser and its supporting API classes are built into the JDK. Have a look at the javax.xml.parsers package.