I`m using Delphi 2009 and want to operate some XML data. I heard that nativeXML is one of the most convenient ways to do it. so how can I install this library?
Based on their web site, it sounds like you just download the .dcu file, put it in a convenient directory, and add that directory to your type library path (tools->options->library path).
After that, just add the unit to your uses clause and you should be good to go.
NativeXML doesn't claim to support Delphi 2009 just yet. [Edit: Apparently there is a 2009 beta available to paying customers.] The trial version does not, so it cannot work with Delphi 2009 until that version of Delphi is officially supported.
That said, using XML in Delphi for most purposes doesn't require third-party components. You have several options, depending upon what you're doing.
The most straightforward is to use TXMLDocument. This lets you open an XML file or stream, and access nodes using a DOM.
With the Enterprise version of Delphi, you get the XML data binding wizard. This generates strongly typed mapping classes for a certain XML schema. It's very convenient when you know exactly what the structure of the XML document you're parsing will be.
A third option is the XML mapper, which allows you to read XML data to and from a TClientDataset.