I have been translating for a start in TagEditor on .xml files, however I did not find any DTD-setting for such files and use the HTML one. Is that 'wrong'?
Yes in principle - the very essence of XML is that the elements and tags are defined by the author. As a consequence, it is virtually impossible to define a 'standard' DTD.
Second, now I have just received a ini file from the client and don't know where to activate it. The Workbench, Multiterm and Concordancy seem to function all right.
They would, but it's very likely that XML elements aren't properly recognised.
To add a DTD/.ini, go to Tools - Tag Settings, and click on the Open... button.