I'm fairly new here myself, but in general you should try to keep it to one actual question per question. Your title is enough to have many of the mods here just close your question for "Not being a question".
That being said, I'll try to help out... First, you can use XML in Flash, but unless you're using Flex you don't directly define the UI using XML. With Flex you're using MXML which has it's own special tags. With Flash you'll need to load the XML and then loop through it to build whatever you're trying to build.
Secondly, yes, Flash can work with databases, just not directly. Something on the client (like Flash or JS) shouldn't talk to a database directly. Instead it should talk through some middleware like PHP or ASP.net. You can talk between middleware and Flash in many different ways - standard GET/POST, XML, JSON, and a Flash specific data exchange format called AMF - all are supported by PHP.
Finally Flash can not load and render HTML on it's own unless you're deploying it to the desktop using Adobe AIR. Flash can talk to an HTML page it's rendered in however. For that you'll use the ExternalInterface class.