DECLARE
   l_xmltype XMLTYPE;
   l_domdoc dbms_xmldom.DOMDocument;
   l_root_node dbms_xmldom.DOMNode;
   /*Root*/
   l_TRANSPORT_element dbms_xmldom.DOMElement;
   l_TRANSPORT_node    dbms_xmldom.DOMNode;
   
  /*...Тут еще переменные....*/

BEGIN
   l_domdoc := dbms_xmldom.newDomDocument;
   l_root_node := dbms_xmldom.makeNode(l_domdoc);
  
   l_TRANSPORT_element := dbms_xmldom.createElement(l_domdoc, 'TRANSPORT' );
   dbms_xmldom.setAttribute(l_TRANSPORT_element, 'ПО', 'ПРОГРАММА');
   l_TRANSPORT_node := dbms_xmldom.appendChild(l_root_node,dbms_xmldom.makeNode(l_TRANSPORT_element));

   FOR r_Data IN (SELECT Col1, Col2, Col3 FROM MYTABLE)
      LOOP
            l_COL1_element := dbms_xmldom.createElement(l_domdoc, 'COL1' );
            l_COL1_node := dbms_xmldom.appendChild(l_R_node,dbms_xmldom.makeNode(l_COL1_element));
            l_COL1_text := dbms_xmldom.createTextNode(l_domdoc, r_Data.COL1);
            l_COL1_textnode := dbms_xmldom.appendChild(l_COL1_node,dbms_xmldom.makeNode(l_COL1_text));

            l_COL2_element := dbms_xmldom.createElement(l_domdoc, 'COL2' );
            l_COL2_node := dbms_xmldom.appendChild(l_R_node,dbms_xmldom.makeNode(l_COL2_element));
            l_COL2_text := dbms_xmldom.createTextNode(l_domdoc, r_Data.COL2);
            l_COL2_textnode := dbms_xmldom.appendChild(l_COL2_node,dbms_xmldom.makeNode(l_COL2_text));

            l_COL3_element := dbms_xmldom.createElement(l_domdoc, 'COL3' );
            l_COL3_node := dbms_xmldom.appendChild(l_R_node,dbms_xmldom.makeNode(l_COL3_element));
            l_COL3_text := dbms_xmldom.createTextNode(l_domdoc, r_Data.COL3);
            l_COL3_textnode := dbms_xmldom.appendChild(l_COL3_node,dbms_xmldom.makeNode(l_COL3_text));
      END LOOP;

   /*Вот тут создаю xml в директории сервера */
    dbms_xmldom.writetofile(l_domdoc, 'XMLDIR/MyDataToXml.xml');

  /*А хотелось бы создавать xml на локальной машине, на которой и запускаю скрипт*/

 END;