That, or try escaping the backslashes.
But, with UNIX commands, you will still have the problem that drive letter is not recognized. MKS Toolkit regards the current drive as "the filesystem" and its root as the filesystem root. So you should probably (a) make sure that C: drive is current, and (b) use
ls /XML/TEST.xml (note, too, that directory and file names in UNIX are case-sensitive).