To be complete, yes, your RP needs an HTTP GET at the URL that the user gave you, then search for the link to the XRDS document and, if it finds it, another HTTP GET. Keep in mind that XRDS can be hosted on a different server, so do not encode anything that would require a connection to be the same between two requests, as this may not be the same connection.
If in your initial HTTP GET request you include the HTTP header:
Accept: application/xrds+xml
XRDS, HTML, XRDS. , , HTTP /xrds + xml Content-Type. , RP, , HTTP GET-, .