Link XML documents to a foreign key

I created XML files from my database table, but I cannot link documents with foreign keys like in a database. It may be simple, but I'm new to this and want an idea for it.

XML files from the first table

<?xml version="1.0" encoding="utf-8"?>
<Students>
    <Student>
        <ID>1</ID>
        <Name>Student1</Name>
        <Roll>21</Roll>
    </Student>
...
</Student>

      

        
        
        
      

    

And the second XML file

<?xml version="1.0" encoding="utf-8"?>
<PhoneNumbers>
    <PhoneNumber>
        <ID>1</ID>
        <StudentID>ISA</StudentID>
        <Number>12345</Number>
    </PhoneNumber>
...
</PhoneNumbers>

      

        
        
        
      

    

I need to link the studentID

second xml to the ID

first xml.

I am assuming to use different xml files as I have a huge amount of data in the database. Everything is good?