Where do I specify the URL of the incoming XML?
You make the linkage to the XML input in feeds instance definition.

The D8 Feeds module follows the entity module with definitions and instances. 

There are the feed type definition which defines the processors and mappings.  These are created in the configurations feeds admin screen.

And there are the feeds instances.  These are where you define the input and it's basic settings for a feed type.  They are created under content / feeds.

This is an improvement over the prior versions as it lets you use the same feeds mappings over different inputs.