Making a trigger in SQL

Hi! I am basically new to SQL and I need some assistance. I need to make a trigger that will allow me to generate an xml file of the date whenever an action takes place. I have been searching for options and I have encountered a clause that can generate an output as xml format. But it does not allow me to make an actual xml file that I can put in a path. Can you give me other options that I could use? I’m looking forward to your response. Thank you.
