You can't create an Android app without setting up multiple XML files, chief and foremost the AndroidManifest.xml file. Your IDE may do this for you, though.
I don't understand where you see the connection between using XML files and Java code; maybe you can elaborate on that.
You can create layouts programmatically, but the question is: why would you? Using the API instead of the XML files provides some flexibility, but that comes with a lot more work, IMO.