SQLXML Is Not Installed in SQL Server
Applies to: 
SQL Server
Azure SQL Database
Azure SQL Managed Instance
Before SQL Server 2008 (10.0.x), SQLXML 4.0 was released with SQL Server and was part of the default installation of all SQL Server versions except for SQL Server Express. Starting with SQL Server 2008 (10.0.x), the latest version of SQLXML (SQLXML 4.0 SP1) is no longer included in SQL Server. To install SQLXML 4.0 SP1, download it from Install Location for SQLXML 4.0 SP1.
If an application runs on SQL Server and requires SQLXML 4.0, you have to download and install SQLXML 4.0 SP1.
SQLXML 4.0 SP1 Behavior with New Data Types Using SQLOLEDB and SQL Server Native Client OLE DB Provider
SQL Server 2008 (10.0.x) introduced the following data types, which developers using SQLXML might want to use:
Date
Time
DateTime2
DateTimeOffset
When using SQLXML 4.0 SP1 with either SQLOLEDB or SQL Server Native Client OLE DB from SQL Server 2005 (9.x), these types appear as strings to a developer. SQLXML 4.0 SP1 will enable these four new data types as built-in scalar types when used with SQL Server Native Client OLE DB Provider 11.0 or later. Until you download SQLXML 4.0 SP1, mapping these types to non-string types might cause truncation of some data. For example, mapping DateTime2 to xsd:date will cause data to be truncated to the SQL Server 2005 (9.x) DateTime precision of 3.33 milliseconds.