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First, I think I should differentiate between themes and templates. Themes are the overall look and feel wrapper, and the theme files are in the folder ("cool" in the example we are discussing).
Templates control the appearance of module generated blocks and content. Templates are stored in the database, so you will not find them in your "cool" folder. Templates can be accessed in System Admin | Templates. For each module, there is a list of template files that can be edited. You can download them if you want to (though I never have). Instead I just use the edit feature available in the interface. But, if you did download them, you could edit them that way, then return them to a tarball and upload them back in.
I'm not sure what the XML file you are referring to is doing, but, I don't think it is a template file and I don't think you need to edit it. I suspect it is the XOOPS template structure, but, either way, you don't need to touch it, and be left alone.
I hope that helps.