New Project

Click on File->New Project to create a new project. Fill up the following fields

Project name         - This is the name of the project.  Configurations are stored in this file (projname.prj)
Project folder         - Directory location where the project file will be stored
Data File locations - The location where all valid XML data files will be stored
Schema File (.xsd) - Path of the W3c standard XML Schema file (XSD)