Here is an example function that will load the XML and show it in an alert.
Note that your browser will most likely have access-origin problems since the request is to a different domain.
function apiRequest(){
var lat = 60;
var lon = 15;
var url = "http://api.yr.no/weatherapi/locationforecast/1.8/?lat="+lat+";lon="+lon;
$.ajax({
url: url,
type: 'GET',
success: function(data){
alert((new XMLSerializer()).serializeToString(data));
},
error: function(data) {
alert('err:'+data);
}
});
}