This is pretty comprehensive question! Involving different subjects and libraries.

Let me start with a few suggestions / remarks:

• It seems you don't need the following import statements. So you can remove them from your sketch.
  

1. import napplettest.*;
2. import napplet.*;
3. import java.util.*;
4. import java.util.List;

• It you want to improve your frameRate by at least a factor 10, take all of the code below outside the draw loop and run them either once from setup and maybe again at a time you really need to. But definitely NOT every draw, cause this makes your sketch run slooooooow which in turn makes it very unresponsive (see the frameRate).
  

1.   WordMap mapData = new WordMap( );
2.   XMLElement rss = new XMLElement(this, url[numUrl]);
3.   XMLElement[] include = rss.getChildren("channel/item/title");
4.   for( int i = 0; i < include.length; i++){
5.     String[] tokens  = include[i].getContent().replace("De ", "De").replace("Di ", "Di").toLowerCase().replace("à", "a").replace("ì", "i").replace("è", "e").replace("é", "e").replace(':', ' ').replace('<', ' ').replace('>', ' ').replace('/', ' ').replace(';', ' ').replace('"', ' ').replace(',', ' ').replace('?', ' ').replace('!', ' ').replace('-', ' ').replace('_', ' ').replace('&', ' ').split(" ");
6.     for (int k = 0; k < tokens.length; k++){
7.       if(testoA.contains(tokens[k])){
8.         mapData.addWord(tokens[k]);
9.       }
10.     }
11.   }
12.   mapData.finishAdd( );
13.   map = new Treemap(mapData, 2, 2, hh, ww);

• If you really want realtime updates on your rss feeds (that is at an interval not every draw loop) then I would suggest looking into threading. This basically means parallel threads, so your sketch keeps running WHILE new data is received from the internet. For XML this is very suitable. I you don't need realtime updates, then as suggested in the previous point, do all the loading in setup just once.
  
• It seems you're missing communication (controlEvent) between your controlP5 buttons and your numUrl variable, which I believe should change, but is not changing. I'm not sure what you intend, but it seems this needs to be fixed.
• With regard to the question of an error when no matches are found. In that case there is no map to be displayed, so you get a null error. So the easiest way to prevent this is by changing the map.draw line to:

1.   if (map != null) { map.draw( ); }

Those are some initial remarks from glancing through your code and based on your questions.