The IMPORT command isn't SQL;

ref

The IMPORT command isn't SQL; it's a "CLP command" (which is why it
doesn't appear under the SQL reference in the InfoCenter, but in a
separate section along with other commands like CREATE DATABASE, LOAD,
etc.)

Before DB2 9, you could only execute CLP commands from the CLP (the db2
command line executable), with the exception of one or two commands.
Starting with DB2 9, you can execute many (but not all) CLP commands
via the ADMIN_CMD() [1] stored procedure, including IMPORT [2], EXPORT
[3] and LOAD [4].

However, one important thing to be aware of with ADMIN_CMD(). The
procedure runs the command *on the server*. Hence, for IMPORT, the
input data file must reside on the server (see [2]).

There's probably some "proper" JDBC method for calling stored
procedures, or I suspect you could just do:

statement.execute("CALL SYSPROC.ADMIN_CMD('IMPORT FROM
''C:/staff.xml.xsd'' OF DEL METHOD P(1) MESSAGES ''C:/messages.txt''
INSERT INTO STAFF_AS_XML (STAFF_AS_XML_COL)')");

[1]
http://publib.boulder.ibm.com/infocenter/db2luw/v9r5/topic/com.ibm.db2.l
uw.sql.rtn.doc/doc/r0012547.html

[2]
http://publib.boulder.ibm.com/infocenter/db2luw/v9r5/topic/com.ibm.db2.l
uw.sql.rtn.doc/doc/r0023575.html

[3]
http://publib.boulder.ibm.com/infocenter/db2luw/v9r5/topic/com.ibm.db2.l
uw.sql.rtn.doc/doc/r0023573.html

[4]
http://publib.boulder.ibm.com/infocenter/db2luw/v9r5/topic/com.ibm.db2.l
uw.sql.rtn.doc/doc/r0023577.html

Cheers,