Validation may be done from the command line with a dtd and a schema as shown here. There are some variants depending on whether the schema/dtd reference is in the XML document. The following two examples validate with external schema/dtd:

xmllint --dtdvalid booksCanon.dtd booksCanon.xml --noout

xmllint --schema booksCanon.xsd booksCanon.xml --noout

This example validates with embedded schema/dtd:

xmllint booksCanon.xml --noout

Validation might be done from your editor/IDE directly depending on the editor.

In Windows you may install xmllint by

choco install xsltproc

In OSX, on your Mac you may install xmllint by

brew install xmlstarlet