I don't want to discourage you but you've asked some rather basic questions along with some more advanced ones. You might benefit from looking at a book on the language. I'll try to give a quick answer to your questions.
Question 1: get error when run "open XWindows" "Error-Structure (XWindows) has not been declared Found 1. ./configure
Download svn version 932. This has a fix to run Motif with multi-threading.
svn co -r 932 \ https://polyml.svn.sourceforge.net/svnroot/polyml/trunk/polyml polyml
You need ./configure --with-x here. Poly/ML now requires you to include X/Motif explicitly.
Better tell me exactly how to run the .sml file:
Put this into a file (foo.sml), run "poly" and then, at the ">" prompt type use "foo.sml";
David