Relationship between complexity classes XP and W[1]?
1) Yes, you are right: W[1] is a subset of XP. As you noticed, $k$-clique is in XP. The class W[1] is (usually by definition) the closure of that problem under FPT-reductions. XP is closed under these reductions. Hence the subsetship.

2) Citing another answer of mine, here is a bit of intuition about XP:


  The practical importance of XP is as a door to parameterized
  complexity analysis. Once a problem is recognized as belonging to XP
  it makes sense to investigate its exact parameterized complexity. If
  it does not even belong to XP, parameterized analysis doesn't make
  much sense. It can also be argued that in that case the
  parameterization is not meaningful.


In that sense, XP is the hardest intractable class of parameterized complexity theory. In an even fuzzier sense, on the very opposite side of the spectrum, W[1] is the easiest parameterized version of NP.

Gaining an intuition for W[1] is not exactly made easy (in the past I tried in this answer). As said, it is usually defined by completeness of a problem (like $k$-clique). Definitions using machine models exist (e.g. Chen, Flum, Grohe: Machine-based methods in parameterized complexity theory. TCS 339(2-3), 2005). But that does not imply they are suitable for entry-level understanding of the class. I suggest you just take W[1] as the sum of the facts you know about it.