Why swordfish aren't put in the same family as Marlins?
Why Swordfish (Xiphias gladius), which are very similar to Marlins, do not belong to the same family as Marlin - Istiophoridae?


The decision about what we call an order vs a family is very subjective. Someone decided that Istiophoriformes was an order containing the families Xiphiidae and Istiophoridae but someone else could have decided to call Istiophoriformes a family (although the name would have ended in -idae, then) and Xiphiidae and Istiophoridae subfamilies.


  [C]an we say that swordfish and marlins belong to the same clade which includes the two families Xiphiidae and Istiophoridae[?]


Yes, you can. This clade is the order of Istiophoriformes. You can hence say that swordfish and marlins are both Istiophoriformes. Or if you prefer, you can say that swordfish and marlins both belong to the order of Istiophoriformes.