Right click on the anchor and select 'Save Target As ...' to download the file. Make sure the downloaded files have extension .xml.
Example from Sec. 5.1.1 without namespaces
Example from Sec. 5.1.1 with namespaces
Example from Sec. 5.1.1 with a default namespace
Example from Sec. 5.1.4
The FIXPtr example from Sec. 5.2.5