When you want to embed resources in a Flex application you just use the [Embed] tag as advised by Adobe documentation.
However this section of the developer's guide is saying that only images, Flash files, audio and font resources can be embedded that way. More exactly other resources can be embedded but they end up being exposed as ByteArray which is a bit complex to process when you want to embed something as simple as an XML file.
So what is the easiest way to embed an XML resource in your application? Just use the following tag in you MXML:
<mx:XML id="xmlSource" source="data.xml"/>
then you can access
Maybe the Adobe documentation is missing a central place where all embedding mechanisms are described, not just [Embed], or maybe it already exist and I've missed it ;)