Perhaps http://processing.org/reference/parseXML_.html?

final String data = "<mammals><animal>Goat</animal></mammals>";
final XML xml = parseXML(data);

if (xml == null)  println("XML could not be parsed.");

else {
  final XML firstChild = xml.getChild("animal");
  println(firstChild.getContent());
}

exit();

As the names imply loadXML is for loading existing XML's and parseXML is for parsing a string into an XML object directly. If you want to create a new XML object, you can... create a new XML object.

Code Example

1. XML xml;
2.  
3. void setup() {
4.   xml = new XML("animals");
5.  
6.   XML newChild = xml.addChild("animal");
7.   newChild.setContent("Goat");
8.   newChild.setInt("id", 0);
9.   newChild.setString("species", "Capra hircus");
10.  
11.   newChild = xml.addChild("animal");
12.   newChild.setContent("Leopard");
13.   newChild.setInt("id", 1);
14.   newChild.setString("species", "Panthera pardus");
15.  
16.   newChild = xml.addChild("animal");
17.   newChild.setContent("Zebra");
18.   newChild.setInt("id", 2);
19.   newChild.setString("species", "Equus zebra");
20.  
21.   saveXML(xml, "animals.xml");
22.   println("Saved.");
23.   exit();
24. }