Windows binaries for OpenSP 1.5.2 are available from https://sourceforge.net/projects/openjade/files/opensp/1.5.2/.
Included in OpenSP-1.5.2-win32.zip is osx.exe, which is the SGML to XML converter you are looking for.
Documentation can be found here: http://openjade.sourceforge.net/doc/index.htm.