First of all, download the SDK. It should be in Steam under downloads. Second, all the files are on your computer, they're just buried a bit (which is annoying, because for all the tools the SDK provides you, you still have to dig out the original files by hand so you know what fields to change). The XML should be [Steam Folder]\SteamApps\common\sid meier's civilization v\assets\Gameplay\XML (phew!).
Be aware, though, that modding in Civ 5 is different to Civ 4, you can't just copy the XMLs over and start editing. Check out the tutorial forum for an explanation of how to use ModBuddy.
