If the images in the demo are great they have probably been bought by the author and will NOT be redistributed within an XML file due to licensing issues. You will upload your own images anyways, won’t you?
Also, uploading the demo content will – obviously – only upload demo content, not set up your site. You will have to go through the documentation and build your own site. That’s how WordPress works, only very few authors deliver a complete one-click-setup.