XSD (Schema) - lets you describe the format of your XML document. Useful if you need to tell other parties about your format. You can use XSDs to programmatically validate that a given XML document is "correct" as per your schema. IDEs can use XSDs file to do intellisense on XML files as you type. You can also include documentation within XSDs and have an external tool auto-generate documentation (e.g. in HTML) to describe your Schema in a more user-friendly way.
XSL - These are XML docs that define how to transform 1 XML format into another. Can use combine this with XSDs to ensure that the result of the transformation is valid.
SOAP + WS-* - WS-* is a set of standards on top of SOAP (which just defines a web-service interface). E.g. WS-Security can define that your web-service must encrypt the contents of the message, WS-Addressing makes SOAP less dependant on HTTP.