The alleged "XML" file you downloaded there from FIS Broker aren't really XML files 😉
They are CityGML and can't be read by Archicad. The KIT has a tool called FZKViewer, which can be installed on Windows. This program allows viewing CityGML files and also converting them to STL and IFC. Although I have to say I find it quite buggy and slow.
QGIS had a plugin for CityGML as well, and I guess other GIS apps can read those files, too. Maybe someone in the urban planning department of your university can help you.
I never thought it was worth the hustle, tho. Even the LoD2 is still pretty bad from its detail level and can more or less only be used as a rough reference. It was always faster for me to just download the shapefiles from FIS Broker (via its WFS through QGIS) and extrude them directly.