using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Windows.Data;
using System.Xml;

namespace wpftest2
{
  public class MyWindowData
  {
    public MyWindowData()
    {
      MonthNames = new List<string>();
      DayNames = new List<string>();
    }

    public MyWindowData(XmlNode xdata)
    {
      var months = xdata.SelectNodes("/root/MonthNames/value/text()");
      MonthNames = months?.Cast<XmlText>().Select(n => n.Value).ToList();
      var days = xdata.SelectNodes("/root/DayNames/value/text()");
      DayNames = days?.Cast<XmlText>().Select(n => n.Value).ToList();
    }

    public List<string> MonthNames { get; }
    public List<string> DayNames { get; }
  }

  public class MyWindowDataConverter : IValueConverter
  {
    public object Convert(object value, Type targetType, object parameter, CultureInfo culture)
    {
      if (!(value is IList<XmlNode> list) || !list.Any()) return null;
      return new MyWindowData(list[0]);
    }

    public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture)
    {
      throw new NotImplementedException();
    }
  }
}

<ResourceDictionary
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
  xmlns:l="clr-namespace:wpftest2"
  xmlns:system="clr-namespace:System;assembly=mscorlib">

  <XmlDataProvider x:Key="XmlData">
    <x:XData>
      <root xmlns="">
        <MonthNames>
          <value>Январь</value>
          <value>Февраль</value>
          <value>Март</value>
          <value>Апрель</value>
          <value>Май</value>
          <value>Июнь</value>
          <value>Июль</value>
          <value>Август</value>
          <value>Сентябрь</value>
          <value>Октябрь</value>
          <value>Ноябрь</value>
          <value>Декабрь</value>
        </MonthNames>
        <DayNames>
          <value>Понедельник</value>
          <value>Вторник</value>
          <value>Среда</value>
          <value>Четверг</value>
          <value>Пятница</value>
          <value>Суббота</value>
          <value>Воскресенье</value>
        </DayNames>
      </root>
    </x:XData>
  </XmlDataProvider>

  <l:MyWindowData x:Key="MyWindowData">
    <l:MyWindowData.MonthNames>
      <system:String>Январь</system:String>
      <system:String>Февраль</system:String>
      <system:String>Март</system:String>
      <system:String>Апрель</system:String>
      <system:String>Май</system:String>
      <system:String>Июнь</system:String>
      <system:String>Июль</system:String>
      <system:String>Август</system:String>
      <system:String>Сентябрь</system:String>
      <system:String>Октябрь</system:String>
      <system:String>Ноябрь</system:String>
      <system:String>Декабрь</system:String>
    </l:MyWindowData.MonthNames>
    <l:MyWindowData.DayNames>
      <system:String>Понедельник</system:String>
      <system:String>Вторник</system:String>
      <system:String>Среда</system:String>
      <system:String>Четверг</system:String>
      <system:String>Пятница</system:String>
      <system:String>Суббота</system:String>
      <system:String>Воскресенье</system:String>
    </l:MyWindowData.DayNames>
  </l:MyWindowData>
</ResourceDictionary>

<Application.Resources>
  <ResourceDictionary>
    <ResourceDictionary.MergedDictionaries>
      <ResourceDictionary Source="/wpftest2;component/XData.xaml" />
    </ResourceDictionary.MergedDictionaries>
    <wpftest2:MyWindowDataConverter x:Key="MyWindowDataConverter" />
  </ResourceDictionary>
</Application.Resources>

<Window
  x:Class="wpftest2.MainWindow"
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
  xmlns:d="http://schemas.microsoft.com/expression/blend/2008"
  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006"
  mc:Ignorable="d"
  WindowStartupLocation="CenterScreen"
  DataContext="{StaticResource MyWindowData}"
  Title="MainWindow" Height="350" Width="525">

  <Grid>
    <Grid.ColumnDefinitions>
      <ColumnDefinition />
      <ColumnDefinition />
    </Grid.ColumnDefinitions>
    <ListBox
      Margin="5"
      ItemsSource="{Binding MonthNames}" />
    <ListBox
      Grid.Column="1"
      Margin="5"
      ItemsSource="{Binding DayNames}" />
  </Grid>
</Window>