The XML documentation files are separate from the DLLs for an assembly. They are just UTF8 XML Files. If they happen to be in the same folder as the DLL that they document, then Visual Studio will pick them up.
When you compile, the build process will copy the XML files into the build output folder automatically, if they exist.
None of the contents of the XML documentation ever gets put inside any DLL.
If you look at the framework DLL files (for example in "C:\Program Files (x86)\Reference Assemblies\Microsoft\Framework.NETFramework\v4.0") you will see loads of ".xml" files next to them.