How to send a GET request from PHP?

Unless you need more than just the contents of the file, you could use file_get_contents.

$xml = file_get_contents("http://www.example.com/file.xml");

For anything more complex, I'd use cURL.

For more advanced GET/POST requests, you can install the CURL library (http://us3.php.net/curl):

$ch = curl_init("REMOTE XML FILE URL GOES HERE"); // such as http://example.com/example.xml
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HEADER, 0);
$data = curl_exec($ch);
curl_close($ch);