The xml processing support for xmlsh is largely founded on Saxon
The distribution comes preloaded with the Saxon HE library and is fully functional "out of the box".
For users who wish to use advanced features of saxon, all saxon editions are supported including Saxon PE and Saxon EE. To use a licensed edition of Saxon, you must download the appropreate saxon (9.2 or greater) as well as your license file (saxon-license.lic).
See the saxon docs on working with license keys.
Edit your classpath to include saxon9ee.jar instead of saxon9he.jar and make the license file available as per directions for saxon EE or by setting the XMLSH_SAXON_EE variable (See BuiltinVariables