A commonly asked question is "how can I load an existing XSD file into an XML Schema Collection?" It's pretty easy:
declare @don xmlselect @don=bulkcolumn from openrowset(bulk 'c:\users\ktegels\some.xsd',single_blob) as screate xml schema collection dbo.collectionName as @dongoSubsituting the location for your file following the BULK provider in the OpenRowSet source.