Hi, Casper. I saw your post when I was searching for solution to the same question you had in regards to getting the texture onto the model.
Before anything else, you must have the Blender XPS addon plugin installed.Xnalara Mesh plugin. Get the right version for your blender version.
After you’ve imported the .xps model rig into your blender, then go into the Shader Editor. Then select the materials you want to set the shader nodes for rendering. Each part of the model will have a material. For example, the eyes will have a material, the hair will have a material. Each material will have corresponding shader nodes that determine how the image texture will be uv unwrapped or applied to your polygon model. Example, the eyes will have a set up of Texture Coordinate node >Mapping node>Diffuse Image Texture node> Principled BSDF shader node> Material Output node. The “>” means link. It’s how blender knows how to do the proper set up and how to apply texture appearance to an otherwise bland solid polygon 3D model rig. Sometimes one part of the model will have more than 1 material. The eyes could have the eyeball material, the eye shadow material & the eye reflection material. All of these can be applied together to make the eyes look realistic.
Usually, most of the character .xps models ripped from games already have all the shading nodes set up correctly to all the corresponding parts of the model. Shirt texture will go to the shirt. Pants texture will go to the pants part of the model. But the eyes and hair would get tricky. As they would have multiply or transaparent aspects that requires you to make some adjustments yourself to the prelinked nodes set up. You’d have to adjust the transparent settings yourself to get the eyes and hair to show up correctly for rendering in blender.
Hope that helps.