which is on the xmlsoft downloads page
. You can also download it from Libxml of Igor Zlatkovic
as also mentioned on the xmlsoft downloads page.
But Xmllint is not a single EXE which you can download, install and run. It is a collection of libraries which must be installed and configured correct before it can be used like similar open source packages on Linux. This is described on the Libxml page of Igor Zlatkovic.
You should also know that built-in support of the Xmllint tool package was introduced with UE v12.10 where the UE users were also forced to download and install the necessary packages before they could use it. With currently latested UE v13.00a all necessary files for Xmllint support are not installed with UE for ready to use.
The files needed are: iconv.dll, libxml2.dll, xmllint.exe and zlib1.dll.
Please note: I have never used Xmllint because I don't edit XML files.