Ockert, It is not really clear to me if you want to show the RSS feed in Mendix or if you want to expose this feed to the outside. This is the best post https://forum.mendix.com/questions/1501/Rss-in-mendix about RSS. Samet is still around on the forum and Chris de Gelder has also done something with RSS. May be they can give some feedback on how far they got.
Use a requesthandler. I think this blogpost will help you furher :