Sorry if this has been mentioned before.

I have noticed on a lot of websites recently that they will have say 10 news articles, then a link to an RSS file.

When that's viewed it's just basically all the news articles but in XML. How is this done? Does the person update the XML file and then the news automatically update?

The reason I'm asking all this is I've just started looking into it and it looks very interesting. I've heard good things about XML and I'm dying to learn it.