Okay, based on the .dat files and the mention of XML in the tutorial, I am going to assume you are interested in importing DDA data into Skyline.
Can you post a screenshot of what you are seeing? Did you actually do the tutorials and get comfortable with using the software with the example data provided?
You should be able to use your .dat files in place of the .group.xml in the MS1 Filtering tutorial. The .group.xml files are just examples of search pipeline output.
Also, be sure to have a look at the Skyline Webinar Tutorial #1:
At about minute 12, I hope I make it clear that Skyline accepts spectrum matching results from around 20 peptide search pipelines, including Mascot.
Hope this helps. If you can provide more detail, I am sure I can be of more help, but I also think the tutorial material will go a long way if you actually go through the tutorials step-by-step doing them.