First, you need to decide if you are invoking FTP from the mainframe or the Unix / Windows server. If you invoke FTP from the mainframe, as long as you are connecting to a Unix or Windows server (and not a desktop) then you can have your site support group work with you to set up a NETRC data set (or use an existing one). A NETRC data set allows FTP user ids and passwords to be stored in the data set instead of the JCL; usually the site support group puts additional security on the NETRC data set to prevent people from reading it so only FTP can get the passwords stored in the NETRC data set. And you do not need the password for the windows server -- you need the user id and password YOU use to sign onto the Windows server. Since you can store many user ids and passwords in a NETRC data set, you could store both the Unix server and Windows server credentials in a single data set.
It is curious that you are not considering doing a rename of the file on the Windows server to have a .txt extension, transferring it to the mainframe using UCOPY, and then renaming it (if required) back to .XML (or whatever you are using for the file extension. Depending upon the specifics of the XML, this can usually be made to work (although there can be issues if the XML file on the Windows server is not using the default code page). Again, you would want to work with your site support group to do this correctly.
copy xml file from unix to mainframe. and then mainframe to windows
Why is the mainframe involved at all? Why not go directly from the Unix server to the Windows server? Unless there is something being done to the XML on the mainframe, what you are wanting to do makes no sense since you wouldn't be needing the mainframe at all.