XML file import for attachments or featured images

I’m not aware of the way this could be done with a WXR file alone; after all attachments are posts, and if you’re importing images from elsewhere you’d need to do all the WordPress processing on them to make them into posts (from WordPress’s point of view).

You may get inspired with how this plugin performs the import.

…uses FileReader and to parse the XML file in the browser, then uses
ajax to request WordPress perform individual uploads.