I wanted to write an introduction on how to typeset XML sources with
ConTeXt (at least, in Spanish).

It's English, but describes a fair amount of what you're probably looking to accomplish, and there are all sorts of free translation services now.

One of the main issues I face is to find examples.

See:

And themes for my text editor, KeenWrite, in particular:

Maybe all XML handling is way more complex than I originally thought.

It takes some elbow grease. Conceptually, it's essentially mapping XML elements to xmlsetups, which are used to apply typesetting instructions.

Cheers!