I was trying to follow this tutorial for object base classification
However, when I reach this step, it becomes confusing.

I run the join attributes by location just as it said, and the output are .shp, .shx, .qpj, .prj and .dbf. There is no xml file, meanwhile the next step requires an xml file.
Does this module (join attributes by location) produce xml file? If not, is there any way to create an xml file from a shp file?