When I click “DDI” it just opens the webpage rather than giving me the option to download it.
Ha, sorry I figured you were already using ipumsr in your last question. Note that you can use survey weights without the ipumsr package.
To download the DDI as xml, right click on the DDI link and selecting something like “Save link as…”. One user has reported that on macOS in the Safari browser, she had to use “Download Linked File” instead of “Download Linked File As”.
There’s more basic information about ipumsr available in the vignette here: Introduction to ipumsr - IPUMS Data in R