On the Import/Export Scripts page: http://manuals.matrix.squizsuite.net/server-administrator/chapters/import-scripts#import_from_xml.php
import_from_xml.php section, it says that you can find an example import xml file at: /home/websites/squiz_matrix/import/xml_example.xml
This should be: /home/websites/squiz_matrix/scripts/import/xml_example.xml.
Thanks Nic, this has now been corrected.