There is the $.parseXML
function for this: http://api.jquery.com/jQuery.parseXML/
You can use it like this:
var xml = $.parseXML(yourfile.xml),
$xml = $( xml ),
$test = $xml.find('test');
console.log($test.text());
If you really want an object, you need a plugin for that. This plugin for instance, will convert your XML to JSON: http://www.fyneworks.com/jquery/xml-to-json/